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 Category | Financial Analyst, Portfolio Analyst |
---|
