Liquidity Risk SME - Senior Business Analyst

Company: Atyeti
Location: New York
Posted on: April 10, 2021

Job Description:

Liquidity Risk SME - Senior Business AnalystResponsibilities:

• Responsible for gathering and analyzing business requirements for the BASEL initiative to build out an end-to-end reporting platform for Regulatory, Liquidity Coverage Ratio (LCR), NSFR, Basel II, Basel III, 4G, 5G, FRTB, MiFID II, Comprehensive Capital Analysis and Review (CCAR) & FR Y-14 schedules, Liquidity Coverage Ratio reporting and Liquidity Stress Testing.
• Subject Matter Expert for setting up the Centralized Security Master, Trade Transactions, GL Reconciliation, sourcing securities information from golden source Securities Master Central and setting up rules based automation to calculate LCR categories, asset levels and credit quality for Global Treasury Liquidity Reporting.
• Liquidity Risk, BASEL and Capital Risk management program - US LCR Final, securities, commitments, deposits, loans, derivatives global onboarding.
• Liquidity Coverage Ratio categorization for product types, High Quality Liquid Assets (HQLA), 5G, 4G, 3G Liquidity reporting. Stress testing, simulation results for Derivatives, Securities, BASEL and Liquidity Risk. RWA, CCAR Forecast numbers, RWA & VAR Calculation, Liquidity forecast, Liquidity premium and transfer pricing. .
• Model & setup simulation and stress test scenarios for CCAR and Liquidity Risk Reporting, setup of Liquidity limits
• Reconcile Credit and Market risk data, stress results being sourced from legacy systems into new data warehouse (CRIS), using SQL, setup Data Governance and Data quality controls in partnership with business.
• Stress testing for FED base scenario, adverse scenario, severely adverse scenario, internal base and adverse scenario for securities - trading securities, AFS and HFS
• Cross utilization of forecasting & simulation engines for CCAR and Liquidity Risk 4G and LCR forecasting, leveraging common BASEL reference data.
• Perform Risk Data Aggregation and Report Consolidation under the Basel Risk Reporting guidelines established by Basel Committee on Banking Supervision (BCBS).
• Collaborate with Risk Managers to prepare Monthly Portfolio Quality Review and present to Chief Risk Officer- Consumer Banking and CCB Risk by providing monthly updates of Key Risk Metrics
• Business Process re-engineering through collaboration with senior leadership teams across business and technology, creating Level 0 to Level 4 process flows and role maps.
• Work closely with senior project sponsors, key business users and technology to define scope, business requirements and functional specifications, UAT test plans and rollout strategy. - provided by Dice

Keywords: Atyeti, New York , Liquidity Risk SME - Senior Business Analyst, Professions , New York, New York