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Sr Risk Analyst- CCAR PPNR

Type de contrat



United States-California-San Ramon

Métier / fonction

Accounting Finance



What sets Bank of the West apart from other banks is our team members–they embody the optimistic spirit of the West. There is a spirit here that drives us to do more. Our team of more than 10,000 employees is vital to the success of our Bank. They reflect our modern western values—straightforward, entrepreneurial and optimistic. We seek to create a corporate culture that fosters and rewards excellence, encourages creative thinking and respects diversity – an environment where team members are engaged, supportive of one another and enthusiastic about serving our customers. Bank of the West offers the stability of a company that has a 135 year history and is part of BNP Paribas, a European leader in global banking and financial services and one of the 6 strongest banks in the world. We offer opportunities across our diverse business lines – Retail Banking, Commercial Banking, National Finance, and Wealth Management.


Sr Risk Analyst- CCAR PPNR


Position Summary

The PPNR CCAR forecasting team within Corporate Treasury is responsible to develop balance sheet and income statement forecast for DFAST (Dodd-Frank Act Stress Test) and CCAR (Comprehensive Capital Analysis Review). Purpose of the stress testing exercises is to ensure that institutions have robust, forward-looking capital planning processes that account for their unique risks and sufficient capital to continue operations throughout times of economic and financial stress.

Essential Job Functions

1.    Assist and perform DFAST/CCAR production runs to forecast balance and non-interest income/expense, including execute remediation of regulatory findings

2.    Utilize statistical models for dynamic balance sheet and income statement forecast; analyze model output and forecast result to facilitate overlay process. Explain behavior patterns observed in forecast and articulate relationships between forecast and underlying business strategy and economic drivers.

3.    Prepare review and presentation materials for management and socialize forecast methodology and result with LOB partners

4.    Document current process and enhancements; perform control and governance checks

5.    Work with LOB partners and/or external vendors on data definitions; collect and validate data for modeling and benchmarking purposes; find solution to bridge potential data gap

6.    Work with LOB partners and modelers on modeling approach, assumption; become subject-matter-expert on data and business characteristics for subject portfolios

7.    Work with Financial Technology partners and the Planning team to develop system solution to handle balance roll forward and data transfer for key stake holders in the stress testing process

8.    Liaise with subsidiary and/or LOB partner to ensure consistency in forecast processes

9.    Build lasting partnerships within the Bank that encourage open communication and knowledge sharing

10.  Articulate requirements and extract data various databases as required

11.  Provide support to the production analytics as needed.

12.  Performs other duties as assigned.





·         Bachelor’s Degree- Required

·         Master’s Degree – Preferred in MBA, Finance, or Economics

·         Required License(s) or Certifications – Preferred in CFA

·         Requires deep knowledge of job area typically obtained through advanced education combined with experience. Typically viewed as having as a specialist within discipline. May have broad knowledge of project management.

·         Requires 7 years minimum prior relevant experience.

·         Familiarity with model validation and governance in a Bank, including key measures used by Banks to assess interest rate and liquidity risk

·         Excellent financial modeling and empirical research skills with hands-on experience in model validation/quality assurance systems

·         Demonstrated quantitative financial knowledge in the following financial models: stochastic interest rate, prepayment, spread, default, and cash flow

·         Ability to analyze, apply, interpret, and communicate complex technical results to non-quantitative audiences and develop presentations of all models to ensure management’s understanding of operation, purpose, and outputs of models

·         Demonstrated project management skills to include working within short timelines and under pressure at times

·         Working knowledge of stress testing a plus.

·         Knowledge and working experience of SQL, Hyperion & Essbase, and other BI tools a must. 

Equal Employment Opportunity Policy

Bank of the West is an Equal Opportunity employer and proud to provide equal employment opportunity to all job seekers without regard to any status protected by applicable law.   Bank of the West is also an Affirmative Action employer - Minority / Female / Disabled / Veteran.


Bank of the West will consider for employment qualified applicants with criminal histories pursuant to the San Francisco Fair Chance Ordinance subject to the requirements of all state and federal laws and regulations.