VP- Risk Capital Analytics & Oversight

Title: Risk Capital Analytics- Vice President

Location: New York City

Compensation: $140-180k Base

Overview:

A major American Investment Bank is looking to build out their new Risk Capital Analytics team at the VP level. This team is accountable for all RWA calculations and analytics coordination on an enterprise level, consolidating RWA for regulatory capital reporting, and developing new, advanced RWA analytics. This individual will need to be well versed in Basel regulations (II, III, Endgame), Regulatory Capital and RWA calculations.

Responsibilities:

• Working and collaborating across risk stripes (that is, Credit, Market and Operational Risk) and other stakeholders (Finance) to consolidate RWA for regulatory capital reporting
• Define, develop, and establish robust controls for the RWA cross asset aggregation processes that can effectively demonstrate Basel regulatory capital reporting is transparent and comprehensively documented
• Presentation and interpretation of the roles and responsibilities related to Basel Advanced Approaches to the Independent Risk Management and Finance organizations and enterprise-wide in the lines of business and legal entities, as well as to regulators, external and internal audit
• In partnership with the risk stripes, define, develop, and implement RWA analytics for Senior review across all three lines of defense

Qualifications:

• 4+ Years of Experience; Bachelors Degree needed; Masters Preferred
• Thorough understanding of regulatory requirements for governance and internal control processes - across a combination of market risk, wholesale, counterparty, and retail credit risk
• Ability to influence and lead across cultures at subject matter specialist and executive levels using sound judgment and to execute effectively across businesses, functions, and geographies
• Strong organizational skills with ability to strategically structure the policy, standards, procedures and practices including designing target state, implementation and appropriate risks and controls