The Senior Business Analyst will support capital planning initiatives primarily through execution of enterprise-wide capital stress tests.
Responsibilities include, but are not limited to:
- Perform key stress testing responsibilities related to modeling, documentation, and governance.
- Broad oversight of modeling assumptions utilized to perform regulatory and idiosyncratic capital stress tests.
- Prepare and consolidate results of capital stress tests.
- Responsible for analyzing and interpreting regulatory capital, balance sheet, and profit & loss (P&L) implications under a variety of stressed economic scenarios.
- Collect, organize, analyze, and disseminate significant amounts of information from internal and external sources.
- Serve as lead on building sustainable, controlled and automated processes (where applicable) to analyze data, trends and relationships as well as perform sensitivity analysis.
- Participate in the ongoing process improvements and optimization efforts of stress testing models.
- Build and maintain collaborative relationships with partners in other areas of the bank (risk, accounting, treasury, etc.) to produce enterprise-level scenarios and forecasts.
- Develop and maintain capital stress testing documentation including policies, summary of results, effective challenge packages, model inventory catalogue, process flow, as well as other analytics and reports as necessary.
- Support overall stress testing program management including working groups, governance practices, cross-functional communications, process enhancements, and internal control initiatives.
- Develop and maintain reporting templates and documentation of methodologies and execution to support governance requirements.
- Support regulatory requests from regulatory agencies including data analysis, liaising with other groups and presentation of findings.
- Design and produce presentations for Executive management, Board of Directors and Regulators.
- Balance Sheet
- Capital Requirements
- Data Analysis