Market Risk Regulatory Capital analyst recruitment
The Role -
• Production of standardised market risk capital calculations and overall capital reports on a daily basis for distribution to management.
• Liaise with Risk, Finance and Front Office to understand and document portfolio moves and produce detailed variance analysis and commentary for use by the Regulatory team and the Business
• Validate, analyse and report market risk capital requirements under the Standardised approach for inclusion in regulatory returns to FSA.
• Work with Regulatory Policy team, Business Analysts and IT to specify systemic requirements for new products and complex structured transactions.
• Work with Regulatory Policy team, Business Analysts and IT to specify systemic requirements to accommodate changes to regulations and reporting templates (Basel 3, Recovery Resolution Plans, Common Reporting)
• Provide assistance and cover for the production of Large Exposures compliance work
• Analyse existing reporting processes to ensure that they are effectively controlled and increase the efficiency and accuracy of the information produced.
The role is looking to hire immediately.