Reference #: W5519
Support the regulatory capital oversight process within a financial services reporting environment
- Develop regulatory capital review programs to ensure compliance with relevant regulatory capital rules and regulations
- Serving as a Subject Matter Expert in the review and examination processes including standardized procedures to be used to guide technical and operational reviews.
- Proactively inform team of CFTC capital rule developments and affect necessary changes to the program as necessary
- Determine the approach for review, follow up, and closure of various financial statement analysis and notice filings
- Assist in the development of technology architecture needed to review financial statement and notice filings
- Establish and maintain initial and ongoing training program for examination and control teams
- 8-10+ years experience in a regulatory capital, financial reporting or audit covering vanilla and complex financial derivatives
- Deep knowledge of risk management frameworks and market best practice including VaR and stress-testing standards, counterparty exposure calculations, liquidity measurement, and internal controls for financial reporting (ICFR)
- Knowledge of Fixed Income and FX derivative products, as it relates to capital calculations, preferred
- Proficiency in a wide range of capital regulations such as RWA, CCAR, Basel, LCR, LSTA
- Familiarity with regulatory financial filings such as FR Y-9C, FR Y-14, FFIEC 031, FFIEC 041
- Excellent communication skills.
- Bachelor’s degree required, MBA, CFA and/or CPA preferred