Basel Measurement & Analytics - Securities Financing, Associate

Job description

The Basel Measurement & Analytics (BM&A) group within TCIO is responsible for calculating, analyzing, and reporting firm-wide RWA for wholesale credit risk and retail risk stripes. The RWA measures feed into corporate functions to quantify and determine regulatory capital requirements and support external regulatory filings and disclosures. BM&A is responsible for the business requirements to develop and manage the Basel infrastructure and ensure calculations are in compliance with internal capital policy and guidance. In addition, BM&A supports ancillary activities to perform impact analysis on methodology changes driven by new rule proposals, support RWA component of CCAR, Resolution & Recovery, Pillar 3 Disclosure, and Quantitative Impact Studies (QIS) for regulatory agencies. The BM&A Securities Financing Team (SFT) is responsible for assessing regulatory policy, driving enhancements to infrastructure needed to support risk regulatory reporting processes related to Basel methodology, and RWA reporting (specific to Securities financing products). The candidate will be responsible for producing RWA related to SFT exposures under Basel 3 rules, analyzing quarter-over-quarter chang...