AVP - Capital Analytics

Role Overview: The Assistant Vice President (AVP) Risk Analytics will be a key player in driving quantitative and qualitative benchmarking of risk-weighted assets (RWA) and leverage exposure under evolving Basel regulatory frameworks for global investment banks. As a subject-matter expert (SME) in benchmarking RWA and LE, you will interpret regulatory disclosures, identify trends, and provide actionable insights to senior stakeholders. Your deep knowledge of investment banking products, regulatory capital frameworks, and advanced analytical skills will ensure accurate and insightful benchmarking. Key Responsibilities: - Maintain a strong understanding of investment banking products and their RWA / leverage exposure drivers such as derivatives, trading book positions, counterparty credit risk, CVA, repo/reverse repo, and securities financing. - Continuously monitor Basel III/IV regulations (Basel Endgame, FRTB, CVA, SA-CCR, leverage ratio) and translate them into business and risk implications. - Conduct in-depth analysis of public regulatory filings (e.g., Pillar 3 reports, FR Y-9C, FFIEC 102, EBA templates) to identify trends, peer comparisons, and risk drivers. - Develop and finalize benchmarking models for RWAs and leverage exposure, ensuring accuracy, transparency, explainability of outputs, data validation, and reconciliation of discrepancies. - Identify and utilize new reports, datasets, and research sources to enhance benchmarking depth and accuracy. - Translate quantitative findings into actionable insights on capital efficiency and other key metrics for senior management and stakeholders. - Manage and prioritize multiple projects under tight deadlines to deliver accurate, high-quality outputs. - Collaborate with internal and external stakeholders to align benchmarking insights with business objectives. Qualifications Required: - Strong knowledge of investment banking products and regulatory capital frameworks. - Advanced analytical skills and ability to interpret regulatory disclosures. - Experience in benchmarking RWAs and leverage exposure. - Proficiency in conducting in-depth analysis of public regulatory filings. - Ability to mentor junior analysts and associates, ensuring best practices and knowledge sharing.,