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  • ID
    #13513480
  • Job type
    Permanent
  • Salary
    USD TBD TBD
  • Source
    Rose International
  • Date
    2021-05-17
  • Deadline
    2021-07-16
 
Permanent

and those authorized to work in the U.S. can be considered as W2 candidates. Lead Treasury Capital Planning Data Analyst Duration: 6 monthsLocation: Tampa, FL - need local talentPrimary Location: NAM-US-NY-New YorkSecondary Location: NAM-US-Florida-TampaRole is of a regulatory capital expert in RST & EML products including Derivative FinanceTransactions (DFT), providing critical challenge and driving the diagnostics and remediation of abroad range of regulatory capital calculations that encompass governance, data and non-datacontrols, processes, system implementation and regulatory reporting. This role providesextensive exposure to colleagues across risk, finance, technology, and line of businessfunctions. Excellent interpersonal skills are required given the high level of interaction withsenior managers, as well as the ability to work under pressure to meet tight deadlines.Technical skill is important to the candidate's success, and so are strong project managementand multi-tasking skills to plan and manage deliverables towards a number of objectives.The Spot RWA RST & EML Team Lead will be responsible for•Managing end to end production, governance and controls of RST & EML (includingDFTs) products Standardized and Advanced RWA, and SLE Actuals•Manage a team of RST & EML (including DFTs) product experts and provideoversight to Shared Services team supporting RWA operations and production ofRST & EML (including DFTs)•Create and build a RST & EML (including DFTs) governance framework, procedures,and operating model•Define, develop and establish attribution and other analytics that can effectivelydemonstrate exposure,and RWA calculations for RST & EML (including DFTs)products are accurate and commensurate with Client size and complexity. Thisanalysis will include variance analysis period over period are explained (withattribution to exposure and risk factor changes) in a reliable and transparent manner•Responsible for providing RWA strategic analytics, information management acrossRST & EML (including DFTs) products and reports to senior management.•Responsible for communicating to executive management implications of existing andproposed regulation and developing potential responses. This may includeregulations related to specific product or macro / systemic regulation, includingstandards to comply with Basel III / Basel III Reforms, MiFID, U.S. Fed, Treasury,FDIC and regulations from other central banks and regulatory authorities.•Provide thought leadership and requirements for RST & EML (including DFTs)products analytics using Artificial Intelligence and Machine Learning tools thatenhances further transparency to the overall RWA calculations and reporting process•Ensure RWA calculations and Reporting process, Governance and ControlsFramework is well-defined, transparent and documented in a comprehensive manner•Define, develop and establish robust control processes that can effectivelydemonstrate US Basel III regulatory capital requirements for RST & EML (includingDFTs) products RWA are applied in an accurate and appropriate manner•Ensure model changes for RST & EML (including DFTs) products are wellunderstood, implemented and tested for regulatory notification and submission. Thiswill include developing insights estimating impacts because of model changes andperiodic updates to underlying referential data (e.g. correlation matrices)•Define, develop and establish RST & EML (including DFTs) RWA governance incompliance with the US Basel regulatory rules•Ensure second line of defense RST & EML (including DFTs) products RWA reviewsare performed consistently and feedback if any, and comments are addressed in atimely manner•Manage and address RST & EML (including DFTs) products RWA reviews by othercontrol functions such as Internal Audit, Independent Compliance Risk Management,Capital Planning Review Group etc. and feedback if any, are remediated in anappropriate and timely manner•Identify potential process improvements and capabilities to increase consistency,transparency, and reliability of RWA calculation, governance and controls process.•Drive the diagnostics and remediation activities of a broad range of regulatory capitalcalculations that encompass governance, data and non-data controls, processes,system implementation and regulatory reporting.•Develop senior management-ready materials, particularly RST & EML (includingDFTs) RWA analytics presentations to Lines of Businesses, Senior GovernanceGroup, Independent Risk Management, Finance and Regulators•Drive change and influence risk and regulatory outcomes. Provide appropriatelyconservative solutions from a Regulatory Compliance perspective, in partnership withBusiness, Risk, and Finance teams•Develop a strong working relationship with Finance, Front Office, Treasury,Technology, Audit, Independent risk and other counterparts across the organizationQualifications:•Comprehensive understanding of US regulatory capital rules for RST & EML (includingDFTs) products credit risk both Basel III and Basel III reforms rules with demonstratedability to assess the application of those rules vs. regulatory expectations•Strong capital markets product knowledge and analytical experience is required•Strong technical expertise and solid understanding of capital markets products, creditdocumentation (e.g. credit agreements, GMRA) and complex structures and associatedrisks (synthetic loans, derivatives)•Full understanding of the lifecycle of RST & EML (bilateral and cleared transactions)and involved in attribution of valuation movements using sensitivity based analysis•Strong understanding of regulatory capital best practices and controls, andinterdependencies between Trading Book and Banking Book exposures acrossdifferent risk stripes•Prior experience implementing Basel RWA rules in large financial institutions preferred•Exceptional oral communication and writing skills, with ability to synthesize complexconcepts, and translate into "user-friendly" language for multiple audiences, includingsenior management, multiple internal constituents and regulators•Experience in managing risks holistically, covering areas such as systems, data,models, regulatory requirements, governance, and analytics•Ability to manage multiple priorities and tasks, work well as part of a team, and strongpeople and influencing skills•Strong analytical skills, attention to detail, willingness to "roll up sleeves" and producea polished, high quality, accurate product; tireless work ethic with ability to work wellunder pressure•Solid Microsoft Excel skills and the ability to develop advanced knowledge of MSExcel and Access (or other database front-end query applications).•Minimum 10 years' experience in related fieldEducation Level: Bachelor's Degree in Science, Technology, Engineering and Mathematics(STEM). Master's Degree preferred. Exceptional candidates who do not meet these criteriamay be considered for the role provided they have the necessary skills and experience.

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