Business Analyst - Risk
|Reference # :||21-00653||Title :||Business Analyst - Risk|
|Location :||Tampa, FL|
|Position Type :||Contract|
|Experience Level :||Start Date / End Date :||06/01/2021 / 11/30/2021|
Help on CGML ICAAP model development and CVA matrix construction
o Develops, enhances, and validates the methods of forecasting the ICAAP/CCAR market risk RWA forecasting and related modeling,.
o Conducts statistical analysis for risk related projects and data modeling/validation.
o Prepares statistical and non-statistical data exploration, validate data, identify data quality issues, and construct the covariance matrix for market risk and CVA business.
o Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues.
o Analyzes and interprets data reports, make recommendations addressing business needs.
o Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; write formal documentation using statistical vocabulary.
o Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.
o Validates assumptions; escalate identified risks and sensitive areas in methodology and process.
o Automates data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations.
o Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Major Global Bankgroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
o 2+ years' experience
o Strong quantitative background in STEM fields
o Strong programming skills, proficient in Python, Microsoft Office with an emphasis on MS Excel
o Consistently demonstrates clear and concise written and verbal communication skills
o Self-motivated and detail oriented
o Demonstrated project management and organizational skills and capability to handle multiple projects at one time