Capital Analyst recruitment

Capital Reporting Analyst

The Company:

Our client is a leading and well recognised global investment bank who is currently in need of a Capital Reporting Analyst.

The Role:

Candidate will lead or support on analysis, process overview/development and automation of the Capital Reporting process for the Barclays Corporate bank portfolios. In particular this will include calculation and review of Advanced and Standardised regulatory Risk Weighted Assets (RWA).

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Candidate will have the following responsibilities:

- Coordinate and implement large scale adjustments to the RWA inputs via current governed processes.

- Manage numerous stakeholders and build relationships across the Risk and Finance function.

- Lead/support in identifying, quantifying and implementing appropriate solutions to data quality issues

- Support the Credit Risk Data Store by leading RWA impact scenario testing

- Produce and support the Late SAS Adjustment process, this includes analysis of derivatives and AIRB compliance.

- Lead the review of Risk data before regulatory capital submission to Group. Apply analysis and commentary on the regular adjustment process.

- Provide summary 'flashes' on the RWA position providing verbal commentary on key movements.

- Help to d rive continuous improvement and Lean methodology via the review/challenge of existing processes. This includes the development of VBA and SQL to assist new processes where applicable.

- Scope to develop own analysis to improve current processes/analysis.

- Scope to support the development of Western European and Emerging Markets reporting structure.

The essential skills required:

- Good understanding of risk metrics

- Quality and control focus

- Basel II regulatory capital knowledge (specifically around the RWA calculation under AIRB and STD approaches).

- Knowledge of the regulatory environment and developments relating to operational risk, including Basel II Accord and other relevant regulatory requirements

- Understanding of governance and control frameworks

- Proficient in use of MS Office packages (Outlook, Word, Excel)

- Knowledge of SQL (Teradata SQL an advantage) required

- Knowledge of Excel VBA required

- Knowledge of SAS desirable

This is a very exciting opportunity. If you meet the requirements for this position please apply following the link provided.