Senior Economic Capital Analyst (416)

Maxsys Financial Solutions is seeking a Senior Economic Capital Analyst for a full-time opportunity in Plano with a global leader in their space.  This Senior Economic Capital Analyst will be joining a team responsible for supporting the company’s enterprise capital management processes (capital measurement, strategy, planning and execution).   They are looking for an Economic Capital Analyst with hands-on experience calculating economic capital for residual value risk, credit risk and operation risk.   Our client has an extremely entrepreneurial spirit about them and looking for a passionate Economic Capital Analyst that shares that same mind-set.  They offer a competitive salary, excellent healthcare benefits, gym membership and a 401k with match.

Top Skill Requirements:

  • Economic capital analysis, RV, credit and operations risk, stress testing, risk based pricing, portfolio mix analysis, CCAR stress test scenarios, Probability Default/Loss Gain Default
  • Support enterprise capital management processes (capital measurement, strategy, planning and execution)
  • Calculate economic capital for residual value risk, credit risk and operation risk
  • Drive and implement risk-based strategies, integrate profit expectation and risk appetite in decision making
  • Assist in building credibility and partnership across multiple business units to enable effective business decision making and performance measurement
  • Work closely with Risk Management to better understand the relationship between risk and capital
  • Support deliveries of RAF related projects with an emphasis on residual value, credit and operations risk; this includes stress testing, capital adequacy assessment, risk based pricing and portfolio mix analysis
  • Monitor financial risk profile and exposures against the stated Risk Appetite; be able to articulate application processing, behaviors and dependencies
  • Manage model improvement projects (input data integrity checks, segmentation changes and improvement in model efficiencies)
  • Lead efforts on data integrity checking related to economic capital model inputs
  • Provide support on data output working with FP&A and Profitability teams; prepare explanations on economic capital related questions

Other Requirements:

  • Bachelor’s Degree in Accounting or Finance
  • Advanced SAS skills, working knowledge of the fixed income market and securities and Basel III regulatory capital requirements
  • 5+ years’ experience in a hands-on Economic Capital Analyst role
  • 5+ years’ experience using Microsoft Office Suite tools
  • Must possess strong organizational, analytical, communication and time management skills
  • Must be able to coordinate critical time-driven activities

 

Sponsorship is not provided; must be able to accept a full-time position without sponsorship requirements.

Job Features

Job CategoryFinancial Analyst, Portfolio Analyst