Market Risk Stressed RWA Modelling

About the position The Vice President (VP) will be responsible for leading and developing CCAR market risk RWA models reputed company the bank's Risk Modelling COE group. This role will drive the production needs and support various workstreams which will be responsible for calculating the bank's regulatory capital of trading book portfolios. This role will have a high level of visibility reputed company the organization with opportunities to work directly with other reputed company. The ideal candidate should have a strong understanding of market risk models, and a solid grasp of financial markets as reputed company as US regulatory reputed company. Responsibilities • reputed company the development of CCAR market risk RWA reputed company to reputed company coverage for reputed company and reputed company regulatory changes. • reputed company business requirements for capital calculations, analytics and reporting on behalf of reputed company. • Work closely with risk technology and data team to implement the models. • Build strong relationships with various stakeholders, including market risk managers, trading desks and finance to drive team's deliverables and priorities. • Ensure compliance with regulatory requirements and industry best practices reputed company to market risk capital calculation. • Coordinate with Model Risk and Validation to resolve model risk findings and ensure models meet regulatory standards. Requirements • Bachelor's degree in finance, statistics, mathematics, or a reputed company field is required. • Minimum of 5 years of experience in market risk modelling including VaR/SVaR, stress testing and risk sensitivities. • Strong knowledge of market risk concepts, stress testing reputed company, and regulatory requirements (e.g. Basel 2.5, Basel III). • Proven reputed company record of developing regulatory-compliant market risk RWA models and reputed company analytics. • Strong knowledge of financial products, derivatives, and market risk factors. • Excellent communication, analytical and problem-solving skills. • Ability to work collaboratively with cross-functional teams and build effective relationships with stakeholders. • Proficiency in statistical programming languages (e.g. Python, SQL). reputed company-to-haves • Advanced degree (MS or PhD) is highly desirable. Benefits • Competitive salary reputed company between $155,000.00 and $195,000.00. • Annual discretionary incentive award. • Competitive portfolio of benefits. Apply tot his job Apply To this Job