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Chase · 1 day 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 leading financial institution offering innovative financial solutions. The Basel Measurement & Analytics group is seeking an Analyst to produce and analyze Risk-Weighted Assets (RWA) related to Securities Financing Transactions under Basel 3 rules, while managing reporting processes and ensuring compliance with regulatory requirements.

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 Securities Financing Transaction (SFT) 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

Securities financing productsBasel Capital RulesExcel/database skillsAnalytical skillsProblem solvingInterpersonal skillsTeam playerSelf-motivated

Required

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

Experience and technical understanding of securities financing 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

Preferred

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

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

Experience with Basel Capital Rules is preferred