Job Description

Reference # : 17-00127Title : KVA QMO or Capital Valuation Adjustment Quantitative Middle Office
Location : New York, NY
Position Type : Direct Placement
Experience Level : Start Date : 01/06/2017
Description
Eclaro International is currently recruiting for a KVA QMO or Capital Valuation Adjustment Quantitative Middle Office for one of our financial services clients.

Job Description:


The KVA QMO or Capital Valuation Adjustment Quantitative Middle Office Team is part of the Global Middle Office (GMO) Team. The KVA team requires a quantitative analyst to perform independent analysis and contribute to the enhancement and future development of capital requirements under BASEL 3.

? Assist in the build out of a risk based computation and reporting of capital measures under BASEL 3
? Provide risk and P&L analysis for OTC derivatives
? Identify issues and control gaps in existing infrastructure
? Coordinate with other business partner for the successful completion of project. Responsible for the quality and timeliness of all project deliverables and well as the implementation of relevant project management practices (status reporting, issue tracking etc)
? Work with technology team to streamline the processes and enhance data integrity and control
? Manage a team of 3 analysts and be responsible for the successful delivery of the QMO body of work
? Serve as the central point of contact for all analytics and validation changes in larger forums

Application Instructions

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