Inc. 500 & 5000 Honoree Company for 2012,2013,2014,2015 and 2016
Atyeti Ranks No. 270 on the 2012 Inc. 500 List
2012,2016 and 2017 NJ 50 Fastest Growing Companies
Global Investment Banking is looking for a SME Business Analyst for its team in NYC.
Please contact : Jaya.Thippana(at)Atyeti.com/
SME Liquidity Risk-Senior Business Analyst
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.
Privacy & Cookies Policy
Necessary cookies are absolutely essential for the website to function properly. This category only includes cookies that ensures basic functionalities and security features of the website. These cookies do not store any personal information.
Any cookies that may not be particularly necessary for the website to function and is used specifically to collect user personal data via analytics, ads, other embedded contents are termed as non-necessary cookies. It is mandatory to procure user consent prior to running these cookies on your website.