CCAR Quant

You are a strategic thinker passionate about driving solutions in CCAR. You have found the right team.

As a CCAR Professional in our Finance team you will spend each day defining, refining and delivering set goals for our firm.

The CIB Treasury P&A team, is aligned within CIB Treasury, and whose primary responsibility is the management of forecasts and plan for purposes of managing business activities across Treasury strategies (. balance sheet, funding, liquidity, G-SIB, RWA, capital and leverage strategies). This team is also responsible for providing various analytics for senior management across all the regulatory constraints to support CIB objectives of maximizing return on capital, balance sheet usage, liquidity and leverage. 

Stakeholders of the group include CIB Finance senior management, business heads, product controllers & planning and analysis. The team works extensively with the LOB Product control groups and CIB Treasury to ensure complete and accurate reporting of risk weighted assets, balance sheet, capital and liquidity for both actuals and forecasts. The group also works closely with the Corporate Finance Reporting, Corporate Treasury, Corporate P&A, RCMO (Regulatory Capital Management Office) to ensure a complete understanding of business issues and the accurate execution of policies. 

Job Responsibilities 

Contribute to an entrepreneurial team in performing in-depth data analysis, using statistical and machine learning techniques, to pragmatically build predictive and explanatory models Proactively identify and translate business challenges related to capital and liquidity management into quantitative analyses and user-friendly tools for use by a broad audience Work collaboratively to establish close partnerships with peers across CIB Treasury, the greater CIB organization, and Corporate Treasury / CIO  Effectively communicate and describe complex analyses, concepts, and tools to stakeholders both inside and outside of CIB Treasury in a clear and concise manner Mentor and train junior team-members to disseminate processes and institutional knowledge; participate on the ongoing process improvements, optimization, and rationalization efforts 

Required qualifications, capabilities, and skills

University degree in a highly quantitative discipline (. statistics, mathematics, computer science, economics, engineering) with finance degree (MBA) is required. Minimum 6 years of relevant experience in financial modelling is a must Strong interpersonal and communication (verbal and written) skills are essential. Imperative to present information in a clear and concise manner to a wide variety of audiences Passionate about tackling difficult questions, conducting data analysis, and crafting a cohesive story from results. Experience collecting, aggregating, and curating structured and unstructured datasets from various sources Strong problem-solving skills along with statistical and economic intuition; preferably experience with machine learning and other advanced statistical concepts.  Must be versatile, able to work effectively independently or as contributor to a team, on multiple projects simultaneously. Self-starter, able to organize, and execute responsibilities with limited supervision, taking ownership of tasks at hand.  Ability to work under pressure, rapidly prototype solutions, prioritize multiple tasks and bring projects to completion.

Preferred qualifications, capabilities, and skills

Proven experience programming in R or Python, or any other statistical programming language; development of web-based analytics and applications (., R-Shiny) is plus. Familiarity with Balance Sheet and Banking/markets products is plus. 

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