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Capital Adequacy - Risk-Weighted Assets Credit Risk- Senior Analyst

Aumni

Aumni

IT
Warsaw, Poland
Posted on Oct 18, 2024
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Job Description

Build your great potential with Treasury Team and start using your knowledge of credit risk products.

As a Capital Adequacy - Risk-Weighted Assets Credit Risk- Senior Analyst in the Basel Measurement & Analytics (BM&A) group within Treasury & CIO (Chief Investment Office) you will be responsible for calculating, analyzing and reporting firm-wide RWA for credit risk and the related capital ratios.

The results you will provide to the corporate financial reporting teams and the Line of Business Finance/Treasury teams. You will be also responsible for managing the calculation infrastructure and ensuring compliance with internal capital policy and guidance as well as translating new rules and policy decisions into business requirements for implementation.

Job responsibilities

  • Verifies, analyzes and explains the inputs and output of RWA calculations
  • Provides RWA for quarterly Financial Reporting, CCAR and Resolution & Recovery
  • Performs ad-hoc quantitative impact analysis on the firm’s RWA under Basel rules based on input parameters or infrastructure changes – specific to credit risk exposures
  • Provides analysis in support of RWA trends and forecast-to-actual variances
  • Supports external regulatory filing deliverables, including FFIEC 101, HC-R/RC-R, Pillar 3, and other disclosures. Also entails presenting external filed results to senior management as well as quarterly stress testing
  • Performs impact analysis on methodology and rule changes and ad-hoc queries
  • Evaluates and manage controls on key processes and functions

Required qualifications, capabilities, and skills

  • 3+ years experience in Finance, Risk Management, or related field
  • Experience and technical understanding of credit risk products
  • Successfully partnering with technology and business to define requirements and drive issue resolution
  • Experience with working in a highly regulated environment and identifying, performing, and documenting controls and governance processes
  • Experience supporting large initiatives across multiple functional groups
  • Comfortable with handling large datasets
  • Strong Excel skills

Preferred qualifications, capabilities, and skills

  • Experience with Basel Capital Rules
  • Tableau & Alteryx experience

About Us

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

About the Team

Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success.
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