KeyBank Market Risk Reporting Analyst I in Cleveland, Ohio
Market Risk Reporting Analyst IinCleveland, OHatKey Bank- Corporate
Date Posted: 12/5/2018
Employee Type: Full-Time
Location: Cleveland, OH
Job Type: Banking
Experience: Not Specified
Date Posted: 12/5/2018
ABOUT THE JOB
The Risk Reporting Analyst supports a number of Data Analytics, Report production and reconciliation functions for Market Risk Management. This will be a full time salary position, part of a four person team that reports to the Market Risk Reporting Group Manager of Market Risk.
This will be a multifunction position with Strong Excel VBA writing skills that focuses on Profit and Loss and Volcker Metrics Reporting and Analysis covering Six lines of Businesses, Counterparty Credit and Broker Dealer Reporting, Periodic Reconciliation of the different Source Systems vs. General Ledger, PnL Back-Testing, Periodic Financial and regulatory reporting, Constant Liaison for CFTC – E&Y – Internal Auditing Teams Inquiries, Hedge Effectiveness Testing and related issue troubleshooting, Internal Memo Issue Tracking for Compliance and Management awareness, Managing Group Project and Collaborating with the Back Office Operation and the different Teams within Market Risk to deliver a Qualitatively Superior Service to the Differen Lines of Businesses we support: Customer Derivatives Rate and Commodity, Commercial Mortgage Back Security, Credit Portfolio Management, Foreign Exchange, Equity, Treasury and Fix Income.
To a Possible extent, this position will be trained to Support and Help Analyze issues on the following Reports and Pricing Activities :
Interest Rate and Commodity Sales and Trading PnL.
Credit Portfolio Management PnL Reporting and Spread Movement Analysis.
Foreign Exchange PnL
CMBS Position Report and Hedge Effectiveness Testing
Treasury Ineffective income Monitoring and Hedge Effectiveness Testing.
Combined Management P&L
Daily Euro Dollar Future Convexity Calibration
Submit Swaption Valuations to Operations
Run Stale Pricing Review
Review Pricing Inputs to systems of record
Assist in Quarterly financial reporting
Maintain and Write New Process Procedure
Reconcile and explain outages between Reports to ledger income statements
Monitor Large Trader Report Submissions
Exception reporting for Real-Time swap reporting
Superior Microsoft Excel skills with VBA writing and Troubleshooting Capabilities
Bachelor Degree (BA / BS) or Completed equivalent college-level course work in business, Computer Science, finance, economic or similar field
Experience querying complex systems for data
Excellent Attention to Detail
Strong verbal and written communication skills
Ability to troubleshoot problems and find their root cause
Ability to work in a fast paced and changing environment
*Working hours of 6am - 3pm preferred
KeyCorp's roots trace back 190 years to Albany, New York. Headquartered in Cleveland, Ohio, Key is one of the nation's largest bank-based financial services companies, with assets of approximately $134.5 billion at March 31, 2017. Key provides deposit, lending, cash management, insurance, and investment services to individuals and businesses in 15 states under the name KeyBank National Association through a network of more than 1,200 branches and more than 1,500 ATMs. Key also provides a broad range of sophisticated corporate and investment banking products, such as merger and acquisition advice, public and private debt and equity, syndications, and derivatives to middle market companies in selected industries throughout the United States under the KeyBanc Capital Markets trade name. KeyBank is Member FDIC.
ABOUT THE BUSINESS:
Key Enterprise Risk Management provides leadership on risk management strategies and initiatives for credit, market, compliance and operational risk, as well as portfolio management, quantitative analytics and asset recovery activities. Key's objective is to achieve and sustain strong enterprise risk management practices consistent with industry standards and regulatory expectations in support of business strategies. To reach this goal, risk is identified, measured and managed in a manner that promotes effective decision-making and instills accountability. A strong risk culture is critical to achieving our vision to become the best regional bank in the U.S.
FLSA STATUS: Exempt
KeyCorp is an Equal Opportunity and Affirmative Action Employer committed to engaging a diverse workforce and sustaining an inclusive culture. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or veteran status.