girl looking into her desktop
Back to search results

Head of Market Risk Reporting & Analysis

Jersey City, New Jersey;

Job Description:

The Head of Market Risk Reporting & Analysis is a leadership role within Global Markets and Financial Risk (GMFR) function, reporting directly to the Head of GMFR/CRO of Global Markets. The role will be responsible for end-to-end market risk reporting, limit management  and portfolio analysis. Additionally, the role will also be responsible for managing both BAU and regulatory stress testing deliverables.

Key Responsibilities:
•    Management of daily/weekly/monthly market risk reporting, limit monitoring, portfolio analysis and BAU stress testing processes, both globally and for US/EMEA regions.
•    Reporting and analysis of market risk internal capital model results across all regions, including overseeing the various data updates to those models.
•    Responsible for E2E execution of Market & Counterparty Risk CCAR and ICAAP stress testing processes, including key regulatory reporting deliverables, and the development of new scenarios.
•    Management of audit exams and regulatory engagement relating to market risk processes. Track record of strong partnership with Audit preferred.
•    Develop and manage a global, cross-regional team of highly skilled individuals with diverse experience in related discipline.
•    Work in partnership with a number of other GMFR teams, leveraging their domain expertise to deliver high quality product.
 
Qualifications:
•    Bachelors/Master’s degree preferably in a quantitative discipline
•    Good knowledge of Market & Counterparty Credit risk, with over 10 years’ experience working in areas relevant to the market risk space
•    Experience in managing large teams successfully 
•    Strong background in designing and executing robust processes and controls
•    Strong communication skills, with ability to influence diverse stakeholders
•    Collaborative mindset with ability to work in partnership with other stakeholders
•    Works well under pressure and under tight deadlines 

Job Band:

H3

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

The Head of Market Risk Reporting & Analysis is a leadership role within Global Markets and Financial Risk (GMFR) function, reporting directly to the Head of GMFR/CRO of Global Markets. The role will be responsible for end-to-end market risk reporting, limit management  and portfolio analysis. Additionally, the role will also be responsible for managing both BAU and regulatory stress testing deliverables.

Key Responsibilities:
•    Management of daily/weekly/monthly market risk reporting, limit monitoring, portfolio analysis and BAU stress testing processes, both globally and for US/EMEA regions.
•    Reporting and analysis of market risk internal capital model results across all regions, including overseeing the various data updates to those models.
•    Responsible for E2E execution of Market & Counterparty Risk CCAR and ICAAP stress testing processes, including key regulatory reporting deliverables, and the development of new scenarios.
•    Management of audit exams and regulatory engagement relating to market risk processes. Track record of strong partnership with Audit preferred.
•    Develop and manage a global, cross-regional team of highly skilled individuals with diverse experience in related discipline.
•    Work in partnership with a number of other GMFR teams, leveraging their domain expertise to deliver high quality product.
 
Qualifications:
•    Bachelors/Master’s degree preferably in a quantitative discipline
•    Good knowledge of Market & Counterparty Credit risk, with over 10 years’ experience working in areas relevant to the market risk space
•    Experience in managing large teams successfully 
•    Strong background in designing and executing robust processes and controls
•    Strong communication skills, with ability to influence diverse stakeholders
•    Collaborative mindset with ability to work in partnership with other stakeholders
•    Works well under pressure and under tight deadlines 

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21082129

Band: H3

Manages People: Yes

Travel: No

Manager:

Talent Acquisition Contact:

Caroline Papp

Referral Bonus:

0