Capital Management Vice President - Credit Risk, Risk Weighted Assets (RWA), Project Basel 4

The Capital Product team works alongside / in partnership with Basel Measurement & Analytics and are responsible for executing all large and complex initiatives across Credit Risk Capital to deliver key priorities for the Firm including the implementation of ongoing regulatory changes and the development of a new reporting and analytics application. The team partners closely with a wide array of stakeholders around the Firm such as Capital and Liquidity Policy on internal rule interpretation, Chief Data Offices to initiate data lineages/scoping, Technology, Capital Management, Lines of Businesses, etc. while overseeing capital model development and implementation.

We are looking for a candidate for the role of Business Analyst to join the Capital Product team. This role is key to our ongoing delivery of regulatory change including latest changes introduced with Basel III Finalization (a.k.a. Basel 4 in US / CRR3 in EU).

Job responsibilities

• Key coordination point for Credit Risk initiatives amongst all stakeholders
• Formulate execution strategies and propose innovative approaches to implement new regulations, capital interpretations, and model changes
• Develop and oversee the execution of capital implementations
• Collaboration with functional teams and various technology groups to gather requirements and execute project plan to completion, ensuring high quality delivery in line with regulatory and business requirements
• Documentation and delivery of comprehensive, high quality Business Requirements and Functional Specifications
• Preparation of detailed test cases / expected results and performance of both Functional and User Acceptance Testing
• Identification of project benefits and establishment of project success criteria / definition of done
• Ability to track key milestones and highlight key risks, issues and dependencies on specific items
• Facilitate change control and configuration management processes
• Ability to manage, influence and motivate upward and downward
• Resolve conflict through expert collaboration and broad decision-making
• Adherence to a challenging delivery schedule in a fast-paced and fluid environment
• Liaise with appointed project contacts to assure the overall direction and integrity of the project
• Communicate and liaise with Program Sponsors and Senior Stakeholders regularly

Required qualifications, capabilities, and skills

• 7+ years of treasury, financial or regulatory reporting experience at a large financial institution
• Working knowledge of Wholesale and/or Counterparty and/or Retail Basel regulatory capital rules, including general understanding of model development concepts
• Experience driving large and complex initiatives across multiple functional groups in a high demand environment
• Self-starter with ability to independently manage own work across initiatives and demonstrated ability to multi-task and respond quickly to changing priorities or issues
• Experience with data structures, systems, and large and complex datasets
• Excellent oral and written communication skills, including experience presenting to senior management and large groups
• Proficiency in MS Office product suite (Excel, Word, Access, and PowerPoint) required
• Strong problem solving and analytical skills

Preferred qualifications, capabilities, and skills

• Knowledge of Basel III Finalization rules and analysis against U.S. and EMEA Basel III regulation a plus
• Ability to query large datasets using SQL, Python, Alteryx etc.
• An understanding of key Data Governance and Principals