Compliance and Risk Analyst
Kforce
Kforce has a client that is seeking a Compliance and Risk Analyst in Los Angeles, CA.
Duties Include:
* Compliance and Risk Analyst will be assisting in Interest Rate Risk initiatives including business strategy and new products, reporting deliverables, regulatory issues, and both technology and non-technology infrastructure improvements
* Performing ALM modeling (LCR, EaR, EVE, NSFR, FTP, risk sensitivities, scenario analysis, and stress testing)
* Leading Moody's ZM Desk responsibilities including enhancing reporting, regulatory reporting and analysis (aligning to Enhanced Prudential Standards)
* Reviewing and enhancing Market Risk policies and procedures
* Advising on reporting requirements
* Performing regulatory process assessment and design with Volcker or CCAR
* Developing in-depth understanding of the firm's interest income projections under different rates scenarios; Identifying and challenging qualitative assumptions
* Developing and implementing governance frameworks and policies for controlling the firm's accrual rates risk
* Assisting the enhancement of the Interest Rate Risk framework and processes under leadership's direction (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
* As a Compliance and Risk Analyst, you will be computing analytics using the Company's quantitative ALM modeling, ALM-IRR (NII and EVE) scenario analysis, balance sheet projection capabilities and integration with broader treasury analytics
* Leading effort in creating liquidity and interest rate material for senior management committees, including ALCO, and Board meetings
* Providing analysis of existing/future business processes in support of Liquidity Risk and Interest Rate Risk change management initiatives and/or infrastructure and process enhancement efforts, including enhancing Interest Rate Risk reporting, regulatory analysis and reviewing Interest Rate Risk documentation; And advising on requirements
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