CCAR – Market Risk Capital Adequacy Specialist

  • A key member of the market risk capital adequacy team.

  • Coordinate across  the global market risk department to complete all requirements of the capital adequacy (CCAR) process.

  • Develop and manage the timelines for key deliverables and milestones for each CCAR cycle.

  • Key capital adequacy contact for groups outside of market risk including the CCAR program group, credit risk, operational risk, technology, the front office and enterprise risk management.

  • Coordination with the market shock team, projections team and 14Q team to ensure consistency of results and approaches.

  • Responsible for the entirety of the results for the capital adequacy process, including the consistency and submission of the final documentation.

  • Coordination with technology and change groups to make certain key capabilities are known, scoped and delivered.

  • Help establish capital adequacy best practices.

  • *LI-CF1*

     



  • Risk management experience.

  • Direct CCAR experience.

  • Excellent understanding of market risk measurement frameworks (e.g. VaR, Stressed VaR and IRC within market risk).

  • Excellent understanding of the fundamentals of risk models, especially stress testing models.

  • Experience helping a large organization manage through complex problems with proven results.

  • A degree-level education (or equivalent) in a numerate discipline (Finance and accounting).

  • 5 years of experience and Post graduate qualifications within a relevant field (MS- Finance, MBA, etc.) and additional certifications such as  CFA, FRM, PRIMA preferred.