Regulatory Manager – Credit Risk Capital Reporting recruitment
Role responsibilities:
• Oversee production of daily credit risk regulatory capital reports (with detailed analysis and commentary) for distribution to Senior Management.
• Validate, analyse and report credit risk capital requirements under the Standardised and Foundation IRB approaches for inclusion in returns to FSA.
• Improve controls around credit risk regulatory capital and economic capital calculations and increase the efficiency and accuracy of information produced.
• Support business activity by implementing systemic solutions (including testing) for new complex trades/products and strategic initiatives across the Bank.
• Work with Regulatory Policy team, Business Analysts and IT to specify and test changes to systems in order to accommodate changes to regulations and reporting templates (Basel 3, Common Reporting), thereby ensuring ongoing compliance with FSA.
• Dealing with business queries regarding capital adequacy.
• Provide input to strategic decision-making within the Treasury Capital Management division.
Skills/Experience required:
• Good working knowledge of BIPRU credit counterparty risk rules gained from working in the Regulatory Reporting team of a bank or investment firm.
• Good knowledge of financial services industry and understanding of core products covering money markets, capital markets and commodities.
• Proven analytical ability and attention to detail in order to drill down to core issues and ensure accuracy of reports.
• Pro-active in resolving issues before they escalate.
• Confident in dealing with management across different functions.