Kforce Market Risk Analyst in New York, New York

Kforce has a client seeking a Market Risk Analyst in New York, NY.Summary:Holders of this role are responsible for the delivery of the CCAR Global Market Shock end-to-end production process. The role may include working Market risk RWA calculation for various financial products according to Basel rules, Stress testing and scenarios analysis, and Sensitivity analysis and p/l decomposition. The holder will support ad hoc projects to further enhance and improve the overall CCAR program, given either internal changes related to the CCAR process and/or regulatory requirements issued by the Federal Reserve and/or OCC.Duties Include:

  • Assist in the delivery of the CCAR Global Market Shock end-to-end production process

  • Assist on stress results analyses and presentations for Senior Management

  • Production and quality assurance of 14A/14Q CCAR regulatory reporting and supporting documentation; Execute, document and review related process controls

  • Market risk RWA calculation for various financial products according to Basel rules; Stress testing and scenarios analysis; Sensitivity analysis and p/l decomposition

  • Support ad hoc projects to further enhance and improve the overall CCAR program, given either internal changes related to the CCAR process and/or regulatory requirements issued by the Federal Reserve and/or OCC

  • Strong analytical skills where one can look at and understand large sets of data and utilize the information found in that data to identify problems or resolve issues

  • Ability to manage complex problems in tight timelines and to handle competing priorities

  • Superior relationship management skills including ability to collaborate with multiple business partners in other functions (e.g. Finance, Risk, Data, Line of business owners)

  • Maintains company internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators

  • Advanced degree preferred (MBA/MS in Finance/Statistics)

  • Minimum of 5 years of relevant finance/business/accounting/statistical experience in financial services

  • Excellent understanding of risk measurement frameworks across risk types (i.e. market risk, credit risk, liquidity risk) and within risk types (e.g. VaR, Stressed VaR and IRC within market risk) - Mandatory

  • Experience in Stress Testing and/or Scenario Design

  • Experience and knowledge of CCAR strongly preferred - CCAR or Bank holding, FRY9/14 experience

Kforce is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, pregnancy, sexual orientation, gender identity, national origin, age, protected veteran status, or disability status.Compensation Type:Hours