AVP Capital Reporting Analyst recruitment
An excellent opportunity has arisen for a AVP / Senior Capital Reporting Analyst with a leading investment bank. The team is responsible for Credit inputs to AIRB RWA and the key functions of the team are:
A) Portfolio Analysis for all stakeholders: Provide portfolio MI for Credit Senior Management, providing colour on monthly reporting and ad hoc requests e.g. impact analysis of downgrade scenarios. Provide Support to the Business, Treasury and Reg Finance in regards to queries on RWA consumption of particular businesses/trades.
B) Data Integrity: Ensure integrity and timely delivery of Credit Inputs (PD LGD Approach) to RWA calculations for monthly and daily RWA calculations and monthly Internal EL calculations.
c) BASEL III Implementation Parallel run: Testing of system build, development of business processes and RWA impact analysis of BASEL III implementation in relation to AIRB risk weights.
D) New Products, Capital Optimisation initiatives New Reporting Req: Delivery of new reporting requirements including Lifetime EL calculations for IFRS9 input to the NPSO and Capital Optimisation initiatives.
Experience:
• Experience working in a top tier investment bank in a similar role
• Previous experience of analysing capital reporting data and providing commentary on credit factor movements driving changes in capital requirements
• Detailed working knowledge of the BIPRU advanced internal ratings based approach to calculating capital requirements for wholesale credit risk
• Knowledge of BASEL III proposed requirements
• Experience working with business analysts/ IT on systems development
• Excellent MS Excel skills, ideally proficient with VBA
• Highly numerate with strong analytical / problem solving abilities
• Confidence to deal with senior management within immediate department and the front office
Please only apply if you have the above skillset.