Derivatives Credit Risk Analytics Lead
Core
Subject matter expert for derivatives credit RWA calculations, regulatory capital reporting, and stress testing within a global platform.
Role type
Senior IC regulatory capital and risk analytics lead
Builds
Regulatory capital reports, stress test forecasts, and data-driven insights for senior stakeholders
Domain
Financial services / Regulatory capital and derivatives risk
Deliverable
dashboards & analysis
Required skills
Derivatives credit risk, SA-CCR, Basel III Endgame, BA-CVA, CCAR, stress testing, regulatory capital frameworks, large dataset analysis, model governance
Preferred skills
SQL, Alteryx, VBA, Excel, Bloomberg, Python, AI-enabled analytics
Responsibilities
Analyze derivative portfolios to explain movements in counterparty credit exposure and RWA; Support Basel III Endgame initiatives and impact analysis; Provide data-driven insights on capital usage and portfolio trends; Oversee regulatory capital reporting for daily and external monitoring; Support CCAR and Quarterly Stress Testing forecasting; Partner with cross-functional teams to improve analytics and reporting infrastructure; Drive enhancements to controls, governance, and automation.
Seniority
Senior, hands-on IC