The role will be a Quantitative Finance Analyst for the Global Markets Balance Sheet and Net Interest Income Forecasting process as well as participate in various tasks for the Global Markets Stress Testing team such as Quality Assurance testing and business reviews. The role offers high visibility and works with the Front Office, Business Finance Organization, Liquidity, Capital, Treasury, and Risk leaders to determine the best models, approaches, and variables to forecast what the revenue change would be given various economic scenarios.
The analyst will work on developing new models as well as enhancing existing balance sheet models used in baseline and stress forecasting. This involves collaboration with Senior Finance Analysts, Business Finance Officers, and the Front Line Units. The individual will be responsible for presenting modeling results and adjusting model parameters based upon stakeholder feedback and document final modeled approaches according to Qualitative Methodology Review and Model Risk Management standards.
The Analyst will focus on specific sub lines of businesses within Fixed Income, Currencies, and Commodities (FICC) and Equities. They will be expected to become a subject matter expert on the balance sheet for their businesses, work with BFO’s on updates to portfolio yields, and understand recent portfolio trends and potential market impacts. The individual is the central coordinator for the many moving parts of the Comprehensive Capital Analysis and Review (CCAR) forecasting, and the role’s remit includes:
This is a unique opportunity to join a GBAM wide function, gain exposure to Global Markets businesses (Global Credit, Emerging Markets, Commodities, Equities, etc.) and financial drivers across the segment’s products and businesses, and work with leaders across the organization.
Role does require the ability and desire to be able to work extra hours at peak quarterly times, as the entire team does.
Enterprise Role Overview:
SFA in the Finance Business Support role with a specialty in Capital Markets
Shift:1st shift (United States of America)
Hours Per Week:40
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