New York City
Support the firm-wide AFS/HTM CCAR work stream, including reviewing various bank and vendor cash flow model outputs.
Assist in the modeling initiatives for BSSO and Treasury Investments, including developing and onboarding new models, while supporting the ongoing maintenance of existing models and their validation.
Apply appropriate controls and processes to maintain compliance with the Model Risk Management policy.
Design of portfolio analytics, including the development of prototype financial models and tools to better understand and forecast the drivers of financial and risk metrics.
Help to produce presentation materials to clearly communicate balance sheet optimization proposals, their benefits / shortcomings and the financial impact.
Assist in coordinating and liaising with businesses and functions to educate and garner support for project initiatives.
Contribute and support other cross-group projects and initiatives.
One or more years of previous experience working in the finance industry.
Minimum Bachelor’s degree in a quantitative-focused discipline.
Knowledge of financial instruments and products including an awareness of bank regulation, accounting, valuation techniques and risk measurement.
Analytical background with problem solving skills and an ability to assimilate information across a variety of financial disciplines.
Strong interpersonal and communication skills, oral and written, with the ability to converse with a wide variety of people across functions / seniority.
Experienced in the use of Microsoft Office applications (Excel, PowerPoint and Word).
Coding knowledge such as SQL, VBA and Python, as well as working experience with SharePoint, will also be an advantage.
High energy, self-starter with a flexible and pragmatic attitude and a desire to show continued progress.
Exceptional candidates who do not meet all of the criteria may be considered for the role provided they have the necessary skills and experience.
Please submit your CV for any further details.