Business Analyst / Project manager with Counterparty Risk (GMS, Trading)

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POST DATE 9/12/2016
END DATE 11/7/2016

Onsite Credit Suisse Prof, NY New York, NY

Company
Onsite Credit Suisse Prof, NY
Job Classification
Full Time
Company Ref #
23176846.21366593
AJE Ref #
576146961
Location
New York, NY
Job Type
Regular
Required Licenses/Certifications
df-aj

JOB DESCRIPTION

APPLY
Counterparty Risk Program Director (BA/PM)

Business Analyst / Project manager with Counterparty Risk (GMS, Trading) is needed for a large investment Bank in New York City.

Seeking a BA/PM for CCAR Global Market Shock (GMS)/14Q Market Risk workstreams to execute the programs and drive BAU adoption. The position will work with other Change functions, Market Risk Management, IT, and other support functions. Candidate will be responsible for :
- Providing subject matter expertise on GMS Market Risk calculations and 14Q Trading Schedule L
- Develop and maintain plans making sure the plans align with the regulatory objective
- identify data/methodology gaps and develop plan to close these gaps
- come up with appropriate test cases to ensure newly developed capabilities meet the requirement
- coordinate with other Change functions, Market Risk Management, IT, and other support functions
- come up with appropriate test cases to ensure newly developed capabilities meet the requirement
- 1. Solid understanding of GMS Market Risk and 14Q Trading schedule
- 2. Deep knowledge of data requirements for 14Q Trading, Market Scenarios, risk sensitivities, ladders
- 3. Ability to present complex subject of above CCAR requirements in succinct manner; document process
- 4. Knowledge of traded products from market and counterparty credit risk perspective and understanding on convergence between market and credit risk (such as scenario definition/execution)
- 5. Ability to take lead and ownership and drive the agenda
- 10 years' experience in financial industry
- Bachelors/Masters in finance or related field. MBA in finance preferred.
- CCAR experience is a huge plus
- Domain skill set - PM/BA hybrid
- Counterparty Credit Risk CCAR (Core) CVA
- GMS Role - Global Market Shock
- BAU
- Must have Market Risk
- GMS / 14Q - Risk Scope - 14Q trading
- GMS - Trading OR Market Risk
- Counterparty Credit Risk
- Mandatory skills needed - GMS/CCAR, 14Q Counter party Risk (RISK - CCAR)

Job Experience:

Looking for candidates with current experience working on a project with GMS / 14Q - Risk Scope - 14Q trading. GMS - Trading OR Market Risk, Counterparty Credit Risk. Want GMS / 14Q trading / Counterparty. Seeking candidates within trading NOT Reg reporting or Governance or Audit. This is NOT a projections role. Candidates need current experience with instant shocks of trading portfolio 14A / 14Q (instant Shock on Trading Book). 14A / 14Q trading - instant shock / GMS. Trading Book - Shock of market. How big is the loss. - what is the market value. Do we have counterparty that cannot pay the lost money. In turn. Loss of money if Counterparty cannot pay. Trading book - Buy Sell side. NOT looking for Retail..