Operational Risk Capital Analyst, Vice President

Job description

Who we are looking for The Vice President, Operational Risk Capital Analyst, is a key contributor within the Operational Risk Capital, Stress Testing and Scenario Analysis team. This team has responsibility for executing the Comprehensive Capital Analysis and Review (CCAR) stress test for the operational risk workstream, executing internal stress testing and capital adequacy programs, producing operational risk capital estimates in support of the Advanced Measurement Approach (AMA), preparing for implementation of the Basel 3 Endgame requirements, and owns the models and related scenario analysis methodology that support execution of the operational risk component of the ICAAP/ICARA process globally. The role reports to the Managing Director – Capital Analysis, Stress Testing & Scenario Analysis. Why this role is important to us The role will require the incumbent to interface with a diverse group of stakeholders; including senior management, risk and control owners, Business Executives, Audit and regulators to achieve risk measurement and risk management objectives. The role requires someone who has some prior exposure to global regulatory requirements, supervisory guidance and in...