The Regulatory Policy team sits within the Controllers department, within the Finance division. This is a very high profile team involved in a wide range of areas/issues and involves interaction with many other areas of the Firm.
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.
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.
Application of analytical tools to assess risks to enterprise under stress, to design optimal strategies around pricing and originations, and to create integrated frameworks to assess interest revenues, non-interest revenues and credit losses in a consistent fashion.
The position will provide support to the Accessories Division on all financial and operational elements including budgeting/forecasting process, month-end closing and variance analysis, sales and gross margin review, stock analysis, international accounts receivable, shipping and various ad hoc projects.
In this role, the selected candidate must have depth and a breadth of knowledge of financial markets and derivative products particularly in Equities, Commodities, Rates, Currencies and Credit Instruments.
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.
Assists with all company financial and business related reporting as needed and cooperates with other departments in preparing analysis; develops report formats, templates and analytical models that assist in reporting of operating metrics.
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).
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.
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.
In this role, the selected candidate will be responsible for assessing conceptual foundations of a model, model specification, underlying assumptions, limitations, variable selection, underlying data, developmental evidence, documentation.
In this role, the selected candidate will apply this understanding to the auditing of model governance, model development, model validation, and model use; produce written evaluations based on these audits.
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.