Associate (Risk Weighted Assets Analysis)
Where
- Chicago, IL
What you'll be doing
- Develop and analyze projections of on and off-balance sheet RWA and capital across a range of hypothetical macroeconomic scenarios. Construct reporting, executive and regulatory narratives, and document methodologies used to develop projections of RWA and capital for hypothetical macroeconomic scenarios. Assist in the development of an efficient and integrated work flow of the stress testing activities. Collaborate with the business lines to explain the results of the RWA, capital, and stress testing and obtain their feedback. Provide general support for companies overall stress testing and balance sheet management activities by supporting processes that include reviewing/testing of: stress testing framework, current valuation/duration assumptions, prepayment and/or default models, deposit forecasting models, EVE, and other asset liability management (ALM) projects.
What your background should be
- 5 years of professional experience in RWA/capital, stress testing, financial modeling, and asset-liability management is preferred. Knowledge of Basel rules and balance sheet management software systems used for modeling RWA/Capital is preferred.
Required Schooling / Training
- Bachelor degree required; finance, accounting or other related field.
Who is the client company
- This is an American financial services corporation.
- If you are interested in this position, send your resume to apply@kochdavis.com
