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Chase · 1 month ago

Basel Measurement Analytics - Counterparty Credit Risk, Analyst

500 Stanton Christiana Rd, Newark, DE, 19713, US

Full-time

Onsite

Entry, Mid Level

1+ years exp

Chase is a financial services company, and they are seeking an Analyst for their Basel Measurement & Analytics group. The role involves calculating, analyzing, and reporting firm-wide Risk-Weighted Assets (RWA) for credit risk, ensuring compliance with Basel regulations, and managing reporting processes related to derivatives exposures.

BankingFinancial Services

Responsibilities

Monthly production cycle for RWA calculation and reporting, including Basel 3 Advanced, Basel 3 Standardized, CCP, and Supplementary Leverage Ratio

Provide analysis in support of RWA trends and forecast-to-actual variances

Support external regulatory filing deliverables including the FR Y-9C, FFIEC 101 and Pillar 3

To perform ad-hoc quantitative impact analysis on the firm’s RWA under Basel rules and regulations based on input parameters or infrastructure changes – specific to Derivatives risk stripe

Perform quarterly stress testing to support CCAR, ICAAP and Risk Appetite deliverables

To evaluate and manage controls on key processes and functions

To prepare objective analysis that provides perspective to senior management to support decision-making on key issues related to regulatory capital

Qualification

Basel Capital RulesDerivative productsExcel skillsAnalytical skillsClient relationshipCritical thinkingProblem solvingInterpersonal skillsOrganization skillsAttention to detail

Required

Bachelor's degree and 1-4 years' experience in Finance, Risk Management, or related field

Experience and technical understanding of derivative products

Exceptional excel/database/desktop skills

Ability to work in pressure-oriented environment and able to handle multiple tasks

Strong analytical, critical thinking, and problem solving skills with a track record of execution against deliverables; including the ability to take ownership and work independently while contributing to the broader team

Results oriented individual who can execute tasks within aggressive time frame

Excellent interpersonal skills necessary to work effectively with colleagues at various levels of the organization

Self-motivated team-player. Must possess the ability to research and resolve issues independently while working across teams to acquire needed information

Excellent organization and control focus

Superior attention to detail and process-orientation

Ability to synthesize and analyze large amounts of data to ascertain key facts and trends

Ability to develop strong client relationships and gain consensus on key decisions