Wholesale Credit Analytics and Solutions (WCAS)
The Wholesale Credit Analytics and Solutions team (WCAS) is responsible for implementing key credit risk practices across Wholesale businesses, and ensuring consistency in methodologies within Wholesale Credit Risk.
WCAS’ areas of responsibility include Traditional Credit Product (TCP) stress testing (CCAR/DFAST/IFRS9/ICAAP) and Basel RWA, developing the firm's authoritative wholesale credit risk parameter data set, reserve/allowance management, development and implementation of an economic credit capital model, the design and integration of credit and capital limits, risk grading methodology, and the provision of strategic advice and solutions to the originating businesses.
The analyst based in Buenos Aires will support the global WCAS Wholesale Lending Data and Analytics team prepare data and analytics for various Regulatory capital models, to include Basel, CCAR, and CECL.
Role Description and Responsibilities
The successful candidate will join a team focused on delivering the data required to build and enhance various Regulatory capital models, to include Basel, CCAR, and CECL.
Specific responsibilities include:
+ Analyze and validate wholesale credit risk data for BASEL, CCAR and other regulatory models
+ Prepare business data dictionary, assess and perform data quality checks
+ Perform data trend analysis, data bridges, reconciliation and exclusion analysis
+ Liaise with risk modelers, resolve data inquires and provide business insights
+ Participate in ad-hoc projects involving various Wholesale lines of business and portfolio categories
+ Working with technology, LOB Controllers, and other partners to implement changes to methodology and to enhance processes and data quality
+ Perform risk data aggregation and risk reporting to support quantitative analyses and supervisor requests.
+ Define the business requirements for the system and data initiatives as part of regulatory and reporting requirements
El contenido de este aviso es de propiedad del anunciante. Los requisitos de la posición son definidos y administrados por el anunciante sin que Bumeran sea responsable por ello.