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Job responsibilitiesBuild and maintain CRR risk monitoring frameworks tailored to local legal entity needsMonitor baseline CCR risk and capital concentrations, trends, stress behavior, and impacts on limits/risk appetiteContribute to regulatory examinations and interactions: prepare analysis and responses to regulators and participate in projects to remediate regulatory and/or audit findingsSupport the team’s inputs into ICAAP processes, including CCR capital stress testing, stress scenario design, and Pillar 2 approachesEstablish strong working relationships with stakeholdersBuild and maintain CRR risk monitoring frameworks tailored to local legal entity needsMonitor baseline CCR risk and capital concentrations, trends, stress behavior, and impacts on limits/risk appetiteContribute to regulatory examinations and interactions: prepare analysis and responses to regulators and participate in projects to remediate regulatory and/or audit findingsSupport the team’s inputs into ICAAP processes, including CCR capital stress testing, stress scenario design, and Pillar 2 approachesEstablish strong working relationships with stakeholdersRequired qualifications, capabilities, and skillsSignificant experience in Counterparty Risk or Market RiskExperience in interacting with regulatorsBachelor’s degree in Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, and/or EconomicsExperience in building and maintaining risk measurement and monitoring frameworksGood understanding of derivatives, Futures and Options, Margin Lending, and Securities Financing productsUnderstanding of quantitative concepts relating to CCR exposures, PFE, risk sensitivity, and stress testingProgramming skills in Python and visualization skills in TableauExperience in analyzing regulatory rules and guidance, compliance assessments, and gap analysisAbility to communicate analysis results clearly and succinctlyExperience in SLA-driven environments with the ability to manage dependenciesPreferred qualifications, capabilities, and skillsKnowledge of capital rules for CCR (IMM and SA-CCR)Experience in ICAAP, Capital Management, or Regulatory Capital reportingExperience in Credit Risk, Trading, or Trading Middle Office functionsMaster’s degree, CFA, CQF, or FRM designationsABOUT USJ....