He L.
- Role
- Derivatives Analyst - Basel Measurement & Analytics at JPMorganChase
- Location
- Jersey City, NJ, US
- LinkedIn followers
- 500 followers
About He L.
Ability of application of advanced estimation and forecasting techniques by R and…
Experience
Derivatives Analyst - Basel Measurement & Analytics
Aug 2022 — Present
Monthly production cycle for RWA calculation and reporting, including Basel 3 Advanced, Basel 3 Standardized, CCP, and Supplementary Leverage Ratio. Perform ad-hoc quantitative impact analysis on the firm’s RWA under Basel rules and regulations based on input parameters or infrastructure changes – specific to Derivatives risk stripe. Provide analysis in support of RWA trends and forecast-to-actual variances Support external regulatory filing deliverables including the FR Y-9C, FFIEC 101 and Pillar 3. Perform quarterly stress testing to support CCAR, ICAAP and Risk Appetite deliverables. Evaluate and manage controls on key processes and functions. Prepare objective analysis that provides perspective to senior management to support decision-making on key issues related to regulatory capital.
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