AVP Quantitative Strategist, Regulatory Capital & Balance Sheet Analytics

This AVP-level opportunity sits within the Balance Sheet Strategy and Financial Resource Analysis function of a leading global financial institution, offering a high-visibility role at the center of the firm's efforts to measure, forecast, and optimize regulatory capital consumption across a complex, multi-framework environment. It's an ideal fit for a quantitatively strong, technically proficient professional who combines deep regulatory capital knowledge with Python programming expertise and an intellectual curiosity for emerging AI-driven analytical tools.

Title: AVP Quantitative Strategist, Regulatory Capital & Balance Sheet Analytics

Office Status: Onsite New York, NY

Base Salary: $91k $145k + Bonus

ABOUT THE ROLE

This AVP-level opportunity sits within the Balance Sheet Strategy and Financial Resource Analysis function of a leading global financial institution, offering a high-visibility role at the center of the firm's efforts to measure, forecast, and optimize regulatory capital consumption across a complex, multi-framework environment. The position spans Counterparty Credit Risk, Securities Financing Transactions, CVA, and Market Risk with direct involvement in Basel III Endgame implementation and a meaningful mandate to apply AI, machine learning, and large language models to accelerate regulatory capital analytics and documentation workflows. It's an ideal fit for a quantitatively strong, technically proficient professional who combines deep regulatory capital knowledge with Python programming expertise and an intellectual curiosity for emerging AI-driven analytical tools.

RESPONSIBILITIES

• Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across CCR, SA-CCR, SFT, CVA, and Market Risk frameworks
• Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities and inform balance sheet deployment decisions
• Support Basel III Endgame implementation including rule interpretation, impact assessments, and parallel run analysis
• Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing
• Apply AI and machine learning techniques to enhance forecasting accuracy, pattern detection, data quality, and analytical precision
• Leverage generative AI and Large Language Models to accelerate documentation, code development, regulatory rule interpretation, and process automation
• Automate regulatory capital calculations and develop scalable analytics and reporting capabilities across the financial resource framework
• Prepare methodology documentation and analytical specifications in line with model governance standards
• Support interactions with Model Validation, Internal Audit, Regulatory Reporting, and regulators
• Present analytical findings and capital impacts to business and senior management stakeholders across Treasury, Market Risk, Credit Risk, Finance, and Technology