Market Risk Analyst

Market Risk is an independent risk group within Risk Management, reporting to the Firm’s Chief Risk Officer, which identifies, measures, monitors and controls market risk. Market risk management seeks to facilitate efficient risk/return decisions, reduce volatility in operating performance and ensure that the firm's market risk profile is transparent to senior management, the Board of Directors and regulators. The Market Risk Value at Risk and Capital Group is responsible for developing and delivering the operating model and framework for Basel market risk rule implementation in partnership with key stakeholder groups. In this role, you will support implementation, calculation, analysis, and reporting of market risk risk-weighted assets while partnering across Market Risk and Capital Management. As a Market Risk Analyst within the Market Risk Value at Risk and Capital team, you will support the implementation, calculation, analysis, and reporting of market risk risk-weighted assets. You will help ensure the existing Basel regulatory framework and future regulatory requirements are properly implemented and maintained at the firm and legal entity levels. You will develop an understanding of the methodologies and inputs used for key market risk capital measures, and partner with Capital Management and other stakeholders on rule interpretation and controls. You will help manage controls and explain the risk-weighted asset measures by working with Market Risk management, middle office teams, business partners, quantitative research, and other groups. Job responsibilities