Market Risk Associate

• Build and maintain project plans for CCAR and other regulatory deliverables
• Provide support for documentation of key regulatory reports
• Develop and maintain stresses across Private and Public Equity portfolios
• Perform regular analysis and provide oversight over the changes in stress results
• Design, validate, and implement market stress scenarios for CCAR/14Q and Internal risk management
• Quantify and challenge risk factor shift amounts
• Develop and manage relationships with multiple business partners across lines of business, risk oversight officers, internal audit, technology, and risk analytics groups
• Understand relevant business, regulatory, and risk requirements pertaining to market risk stress testing and participate in ongoing audit, and regulatory exams

6+ months of one or a combination of the following: market risk, Capital Markets, trading, or interest rate risk, desk analyst experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

• Experience with data querying languages (e.g., SQL), tools to work with large complex data sets, and programming languages (e.g., Python) to run analysis
• Knowledge and understanding of CCAR/DFAST stress testing and FR Y-14Q requirements
• Working knowledge of systems, grasp over SQL and programming languages
• Bachelor's degree in quantitative discipline such as finance, or mathematics
• Experience working with regulators and internal audit teams
• Highly organized and able to prioritize multiple tasks, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
• Understanding of trading products across multiple asset classes as well as market and counterparty risk management concepts
• Excellent verbal, written, and interpersonal communication skills
• Advanced Microsoft Office skills

Relocation assistance is not available for this position