Basel Measurement & Analytics - Securities Financing, Associate

The Basel Measurement & Analytics (BM&A) group within TCIO is responsible for calculating, analyzing, and reporting firm-wide RWA for wholesale credit risk and retail risk stripes. The RWA measures feed into corporate functions to quantify and determine regulatory capital requirements and support external regulatory filings and disclosures. BM&A is responsible for the business requirements to develop and manage the Basel infrastructure and ensure calculations are in compliance with internal capital policy and guidance. In addition, BM&A supports ancillary activities to perform impact analysis on methodology changes driven by new rule proposals, support RWA component of CCAR, Resolution & Recovery, Pillar 3 Disclosure, and Quantitative Impact Studies (QIS) for regulatory agencies. The BM&A Securities Financing Team (SFT) is responsible for assessing regulatory policy, driving enhancements to infrastructure needed to support risk regulatory reporting processes related to Basel methodology, and RWA reporting (specific to Securities financing products). The candidate will be responsible for producing RWA related to SFT exposures under Basel 3 rules, analyzing quarter-over-quarter changes in RWA, working with LOB controllers and credit officers to determine variance drivers such as portfolio changes, policy updates and capital treatment, and generation of external regulatory filing schedules. The candidate will manage the reporting processes and be owner of data issue identification, tracking, and resolution.

Specific responsibilities include:

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 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

Qualifications:

Bachelor's degree and 1-4 years' experience in Finance, Risk Management, or related field Experience with Basel Capital Rules is preferred 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

Skills:

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