Market Risk Middle Office is a group within the Firmwide Market Risk Reporting, Middle Office, and Project Services group within Corporate Risk. The group is responsible for Market Risk data control and risk analysis covering various risk processes including VaR, FSI Stress, Stress VaR, Regulatory Capital, Default Exposure, and Volcker.
Market Risk Middle Office has regular dialogue with Market Risk Management, Product Control, Middle Offices, Market Risk Reporting, Regulatory Reporting, and Technology teams across the various lines of business. The team is involved in a variety of improvement initiatives such as market data remediation, end to end reviews, and documentation of procedures, all in support of the various VaR processes.. The group is engaged in major projects within and outside the group, including implementation of new regulatory requirements and improvements to the market risk infrastructure.
This role within the Market Risk Middle Office will be performing control processes in support of various risk processes, primarily VaR, Volcker, and Default Exposure. The control processes involve understanding the impact of historical time series issues, calculator issues, and drivers of variances in risk measures. The role will serve as a relationship manager to Coverage, responsible for tracking and communicating issues relative to assigned lines of business.
The position requires keen focus on controls and the role will assist in the identification and remediation of control gaps. This role may also work on other special projects.
Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.
Sign in to our application system to continue your job search.
Current employees sign in here.
You can also apply using your LinkedIn® profile. It may save you some time because your information will be automatically transferred into our system. Just click on the LinkedIn logo when you get to the application screen and follow the directions.
During the application process, be sure you have an up-to-date copy of your Résumé, your cover letter and any other documentation you would like to submit.