Associate - Capital Management - OTC Derivative - Investment Banking - CPA/CFA/FRM/ACA

Specific responsibilities include:

- Calculate, analyze, and report various components of RWA

- Coordinating with technology and line of business finance partners to complete the quarter end processes

- Support efforts to enhance internal and internal reporting processes from both a sustainability and content perspective

- Assist with preparation of presentation materials and scorecards for various forums across risk, finance and technology.

- Assist in identifying, tracking, and resolving data quality issues; Work towards streamlining and improving process

Qualifications :

- 8-10 years of relevant experience, background in financial institution

- Additional Qualification preferred (CPA/CFA/FRM/ACA)

- Working knowledge of banking products and/or Basel rules would be a bonus

- Strong analytical and problem solving skills, with focus on controls

- Ability to multi-task and work under pressure, both independently and as a team player

- Good interpersonal skills to collaborate effectively with cross-functional groups

- Good oral and written communication skills

- Proficiency in MS Office product suite (Excel, Word, Access, and PowerPoint) required.

Skills:

- Must have excellent analytical, oral and written communication skills

- Excellent interpersonal skills necessary to work effectively with colleagues at various levels of the organization

- Self-motivated team player. Must possess the ability to research and resolve issues independently while working across teams to acquire needed information

- Excellent organization and control focus

- Superior attention to detail and process-orientation

- Ability to synthesize and analyze large amounts of data to ascertain key facts and trends.

- Lead and influence without having positional authority

- Ability to develop strong client relationships and gain consensus on key decisions

Technical Skills: Proficient in Microsoft Project, Excel, Microsoft PowerPoint, Visio etc.