Business Analyst / Senior Financial Modeler, Stress Testing

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POST DATE 9/15/2016
END DATE 10/24/2016

Onsite Credit Suisse Prof, NY New York, NY

Company
Onsite Credit Suisse Prof, NY
Job Classification
Full Time
Company Ref #
23182514.21366593
AJE Ref #
576182983
Location
New York, NY
Job Type
Regular
Required Licenses/Certifications
df-aj

JOB DESCRIPTION

APPLY
(2 openings) Senior Financial Modeler

Business Analyst / Senior Financial Modeler, Stress Testing / Enterprise Risk Management Change
This new resource (Business Analyst / Financial Modeler) will be for the PPNR Projection Modelling stream of the Group Stress Testing Program This BA resource is a critical hire to deliver regulatory commitments across the Application and Governance working stream. This role will be responsible for the development of stress testing financial modelling (PTI, Balance Sheet and RWA) for the business divisions associated with investment banking and capital markets (IBCM) and global markets (GM). There will be a period of analysis to determine existing practices (especially related to CCAR) and shape the work, followed by model development and documentation. This role is responsible for the business analysis / co-ordination of a number of existing 2016 regulatory commitments across the GST s Application & Governance work stream in particular the implementation of the PB PPNR Projection Models. The impact of not gaining this resource into the team would result in missed 2016 Regulatory commitments.

Primary responsibilities involve working closely with subject matter experts to:
Leverage the current financial modelling capability (especially CCAR), including models, processes, systems and roles and responsibilities
Define the target state requirements for financial modelling within stress testing
Collaboratively develop and gain approval for financial models with stakeholders
Apply appropriate test methods for models to ensure their operational efficacy
Develop proposed roles and responsibilities, process and governance
Work cross-functionally to agree and implement models
Work closely with Model Risk Management to ensure model documentation and validation meets all standards
The candidate must have:
An investment bank and/or asset management and/or consultancy background, with a strong understanding of structured business analysis within Financial Services, preferably CCAR and investment banking
Proven experience of developing and delivering Risk or Finance models and change, ideally for stress testing
A proven track record of successfully identifying and documenting models within a banking environment is essential
Experience producing quantitative models and complex formulas / macros to calculate and forecast financial metrics over macro-economic and idiosyncratic scenarios
Experience in financial and capital planning is preferable
Solid strategic analysis, problem solving, issue resolution and decision making skills
Ability to review and edit models and business processes and provide recommendations related to a proposed business solution
A proven ability of timely issue identification, tracking, reporting and resolution.
A proven ability to communicate with all levels of management in a clear, concise manner
Excellent verbal and written communication
Other attributes:
o Delivery focused
o Attention to detail
o Sufficient credibility to direct project teams and senior management in relation to the project
Other skills:
o Knowledge of modelling tools (eg SAS)
o Solid facilitation skills
o Effective relationship management and influencing skills
Time management skills

This role has no formal man-management responsibilities. You will be working in a small team where collaboration with colleagues is essential. Candidate must be able to lead by example and motivate / focus other team members.

Essential: University undergraduate degree
Desirable: Advanced degree in math s, finance or economics preferred