Bank of America Hiring for Reporting & Governance Sr. Analyst at Jersey City, NJ Full Time

Working closely with the Line of Business Risk Managers, Model Developers and Technology teams, the candidate will provide support for the implementation, testing and rollout of Full Revaluation VaR/S-VaR and Full Revaluation Stress market risk models. With a comprehensive working knowledge of market data infrastructure, data flows and market risk models, the candidate will be expected to play a significant role in the design and testing and integration of risk systems, ensuring the completeness and accuracy of all market risk models.

Responsibilities:

• The candidate will liaise with Line of Business Risk Managers, Technology leads to provide quantitative risk implications of regulatory changes, new development etc. and enhance market risk models to reflect changes in the business environment.

• The role requires a flexible approach that can deal with problems that require pragmatic solutions and innovative thinking.

• The ability to manage, direct and co-ordinate multiple deliverables across multiple teams is essential to the role.

• A track record of delivering robust process and working procedures to ensure the sustainability of new risk systems is ensured is required.

• A thorough understanding of the key risk drivers at product, business and firm-wide levels is required.

• The ability to communicate to Line of Business Risk Managers potential risks is required.