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:

Essential

Finance Professionals is part of Hydrogen Group.