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AVP Quantitative Strategist, Regulatory Capital & Balance Sheet Analytics

Madison-Davis

New York, NY

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JOB DETAILS
SALARY
SKILLS
Analysis Skills, Artificial Intelligence (AI), Artificial Intelligence (AI) Programming Languages, Automation, Balance Sheet, Basel III (Third Basel Accord), Capital Analysis, Credit Risk, Data Analysis, Data Management, Data Modeling, Data Quality, Documentation, Documentation Models, Finance, Financial Analysis, Financial Strategy, Financial Transactions, Forecasting, Global Financial Markets, Internal Audit, Interpret Regulations, Machine Learning, Model Validation, Modeling Languages, Python Programming/Scripting Language, Quantitative Analysis, Regulations, Regulatory Reports, Reporting Skills, Risk, Scalable System Development, Securities, Stress Testing, Treasury Management, Workflow Analysis
LOCATION
New York, NY
POSTED
3 days ago

Title: AVP Quantitative Strategist, Regulatory Capital & Balance Sheet Analytics

Office Status: Onsite New York, NY

Base Salary: $91k $145k + Bonus

ABOUT THE ROLE

This AVP-level opportunity sits within the Balance Sheet Strategy and Financial Resource Analysis function of a leading global financial institution, offering a high-visibility role at the center of the firm's efforts to measure, forecast, and optimize regulatory capital consumption across a complex, multi-framework environment. The position spans Counterparty Credit Risk, Securities Financing Transactions, CVA, and Market Risk with direct involvement in Basel III Endgame implementation and a meaningful mandate to apply AI, machine learning, and large language models to accelerate regulatory capital analytics and documentation workflows. It's an ideal fit for a quantitatively strong, technically proficient professional who combines deep regulatory capital knowledge with Python programming expertise and an intellectual curiosity for emerging AI-driven analytical tools.

RESPONSIBILITIES
  • Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across CCR, SA-CCR, SFT, CVA, and Market Risk frameworks
  • Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities and inform balance sheet deployment decisions
  • Support Basel III Endgame implementation including rule interpretation, impact assessments, and parallel run analysis
  • Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing
  • Apply AI and machine learning techniques to enhance forecasting accuracy, pattern detection, data quality, and analytical precision
  • Leverage generative AI and Large Language Models to accelerate documentation, code development, regulatory rule interpretation, and process automation
  • Automate regulatory capital calculations and develop scalable analytics and reporting capabilities across the financial resource framework
  • Prepare methodology documentation and analytical specifications in line with model governance standards
  • Support interactions with Model Validation, Internal Audit, Regulatory Reporting, and regulators
  • Present analytical findings and capital impacts to business and senior management stakeholders across Treasury, Market Risk, Credit Risk, Finance, and Technology

About the Company

M

Madison-Davis

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