Capital Adequacy

This job is with JPMorganChase, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly.

Build your great potential with Treasury Team and start using your knowledge of credit risk products.

As a Capital Adequacy - Risk-Weighted Assets Credit Risk- Senior Analyst  in the Basel Measurement & Analytics (BM&A) group within Treasury & CIO (Chief Investment  Office) you will be responsible for calculating, analyzing and reporting firm-wide RWA for credit risk and the related capital ratios.

The results you will provide to the corporate financial reporting teams and the Line of Business Finance/Treasury teams.  You will be also  responsible for managing the calculation infrastructure and ensuring compliance with internal capital policy and guidance as well as translating new rules and policy decisions into business requirements for implementation.

Job responsibilities

Verifies, analyzes and explains the inputs and output of RWA calculations

Provides RWA for quarterly Financial Reporting, CCAR and Resolution & Recovery

Performs ad-hoc quantitative impact analysis on the firm’s RWA under Basel rules based on input parameters or infrastructure changes – specific to credit risk exposures

Provides analysis in support of RWA trends and forecast-to-actual variances

Supports external regulatory filing deliverables, including FFIEC 101, HC-R/RC-R, Pillar 3, and other disclosures. Also entails presenting external filed results to senior management as well as quarterly stress testing

Performs impact analysis on methodology and rule changes and ad-hoc queries

Evaluates and manage controls on key processes and functions

Required qualifications, capabilities, and skills

3+ years experience in Finance, Risk Management, or related field

Experience and technical understanding of credit risk products

Successfully partnering with technology and business to define requirements and drive issue resolution

Experience with working in a highly regulated environment and identifying, performing, and documenting controls and governance processes

Experience supporting large initiatives across multiple functional groups

Comfortable with handling large datasets

Strong Excel skills

Preferred qualifications, capabilities, and skills

Experience with Basel Capital Rules

Tableau & Alteryx experience