Capital Risk Reporting recruitment
Main Responsibilities;
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 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.
Main Duties
The role will involve a number of key tasks including:
- Providing primary support in all aspects of the team's reporting and other deliverables
- Involvement in the regulatory capital reporting process including a number of operational reporting processes under BASEL II BASEL III parallel run
- Collation and review of monthly/quarterly RWA reporting including trend reporting and commentary, including analysis at a facility, counterparty and portfolio level
- Ongoing improvement reporting processes and analysis
- Liaison with Front office and credit officers to resolve RWA queries
- Providing support on BASEL III implementation project
Essential
- 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
- Knowledge of the BIPRU advanced internal ratings based approach to calculating capital requirements for wholesale credit risk
- Knowledge of BASEL III
- Excellent MS Excel skills, with VBA
Finance Professionals is part of Hydrogen Group.
