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Reporting & Governance Senior Analyst - Global Markets Risk, Global Portfolio Analysis - Capital Analyst

Jersey City, New Jersey;

Job Description:

Market Risk management serves as independent risk oversight of the Firm’s trading activities across the various trading desks and trading portfolios. The Global Market Risk Portfolio Analysis team within Market Risk is responsible for the implementation and management of cross-product processes and analysis to support the Global Markets business and senior Risk management. The team is seeking a highly motivated individual to assist the VP lead in the production and analysis of model-based capital figures such as VaR, SVaR, IRC and CRM for the Firms portfolios, including Total Firm and key legal entities, that will be used in key regulatory disclosures and internal reports.

The candidate will assist the VP lead in the front to back processes in the production of capital figures including helping to review and understand capital rules and ensuring accurate system implementation. The candidate will perform variance analysis and will develop an understanding of the market risk drivers that impact the various trading portfolios of the Firm.

Primary Responsibilities include:

  • Participate in the production of capital reports (Daily, Monthly, Quarterly) along with variance analysis and ensuring timely delivery
  • Assisting the VP lead in the 10K/Q and Pillar 3 Disclosure reporting with an emphasize on results analysis, including preparing summaries for senior risk management
  • Reviewing and understanding capital rules, and helping to implement accordingly
  • Liaising with technology and data partners to correct issues discovered as part of the portfolio analysis
  • Automate processes where needed via APIs, including developing controls to help ensure integrity
  • Maintain and develop documentation on processes where needed
  • Fielding ad-hoc questions on the report from regulators, internal senior risk leaders, and audit partners

Required Job Skills:

  • 1-2 years of experience in a related field
  • Academic achievement in quantitative disciplines such as mathematics or statistics preferred
  • Attention to detail
  • Very high level of Microsoft Excel proficiency
  • Ability to work in a fast-paced environment
  • Intellectually curious with the ability to investigate and develop root cause analysis for portfolio changes and propose corresponding process or technology changes
  • Adept at communication with ability to influence co-workers across our global team and all levels of the organization including escalation of issues
  • Ability to aggregate and synthesize complex data from multiple sources

Desired Job Skills:

  • Effective time management skills, with the ability to manage multiple high priority deliverables simultaneously
  • Prior experience with market risk and traded products
  • Experience with Python or other similar languages
  • Experience with regulatory reporting, regulatory exams, and/or audit

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-19054306

Manages People: No

Travel: Yes, 5% of the time

Manager:

Talent Acquisition Contact:

Referral Bonus: