Develop relationships within IT and with supported customers to improve collaboration and teamwork necessary to accomplish organizational objectives; develop understanding of general industry usage of SAP and its related offerings.
This position is responsible for independently conducting quantitative analytics and modeling projects. Responsible for developing new models, analytic processes or systems approaches. Creates documentation for all activities and works with Technology staff in design of any system to run models developed.
The Quantitative Financial Analyst will contribute to the Corporate Audit Model Risk team's enterprise-wide coverage of model risk management; read and understand financial regulatory guidance and technical publications.
Work collaboratively with others in BIA to develop strong independent client relationships, to be a respected voice. Responsible for delivery of audits/assignments to a high standard in line with audit methodology and to support delivery of the BIA Audit Plan.
The Quantitative Finance Analyst is responsible for measuring counterparty credit risk (CCR) for all lines of businesses in the Americas Markets division covering all traded products (fixed income, currency, commodities, equities).
Review the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated; identify, quantify and follow model risk associated with the model being validated.
Design, build, maintain and continuously develop dynamic KPI dashboards in line with the needs of the Executive Management team; forecast and analyze daily, weekly and monthly sales data across all major product types.
As the AX Finance Business Analyst, you will be responsible for investigating problems with business applications, working with end users to solve day to day business problems using business application functionality, provide user training and expert advise to departments using the business applications, among other responsibilities.
This role is responsible for Counterparty Stress Testing including the development and execution of stress scenarios, analysis of stress results and processes to support corporate Enterprise Stress Testing (EST), including annual CCAR.