Stress Loss and Capital Specialist

Job Purpose: This role is a cross-asset data scientist role with specialization in stress loss / credit capital computations working as part of Markets Capital Advancement team, to help Markets more actively manage capital and TCE (Tangible Capital Equity). You will be responsible for analyzing, presenting and sharing stress loss / capital and related data. Job Background/context: Within Counterparty Trading & Risk, the Markets Capital Advancement team is the central team that drives and overse…