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Sr. Associate, Capital Stress Testing Analytics

New York, NY

$120,000 - $175,000 Total Compensation


Associate, Capital Stress Testing Analytics

Regulatory Capital Management 


Global Financial Services Firm

Job Description

Support firm wide initiative overseeing the risk-weighted asset and capital measurement processes across the firm including the firm's capital stress testing calculations, processes and submissions. Primary functions are to help ensure efficient and appropriate management of firm wide capital.   The team will oversee and coordinate across established teams in the lines of business and in Finance, Risk and Regulatory Policy. 

Responsibilities will include:  

  • Develop firm wide models to forecast capital stress testing components
  • Perform independent review of the capital stress testing process and challenge assumptions used and results
  • Develop approach and implementation plan for each required central capital model
  • Partner closely with external data provider and model development resources
  • Stay current with emerging requirements, both regulatory and others, and manage corresponding changes in models, systems, and processes
  • Develop policies and procedures for the internal challenger function
  • Partner closely with internal and/or external Project Management Office resources to enhance end-to-end capital stress testing process and achieve continuous improvements
  • Liaise with Central Stress Testing Admin team 
  • Participate in hands-on review of tools, documentation, process, and data to assess conceptual and financial soundness of the implementations, as well as compliance with rules and best practices
  • Present plans, status, and findings to management


  • Background in process and regulatory capital rules
  • In-depth experience/exposure within public accounting, banking, portfolio or profitability management helpful.
  • Experience in Corporate planning and analysis and equity research analytics methodologies
  • Experience with pricing models, capital models, and/or financial forecasting
  • Very strong analytical and problem solving abilities
  • Candidate must be a self starter who is able to work in a fast paced, results driven environment
  • Demonstrated track record of successfully leading change and influencing large-scale agenda
  • Excellent organizational, management, and communication skills
  • Ability to motivate and manage people, setting clear goals and expectations
  • 5 - 8+ years in a large Bank or Financial Institution  
  • Control mindset
  • Bachelor's degree, CFA or equivalent