RWA Optimisation Analyst/Manager
Overview:
The Risk Control Operations (RCO) team operates as a business support and change function, supporting all aspects of Credit and Market Risk Control’s technology and business process change.
RCO is composed of RCO Support Data Management Market Risk, RCO Change Team and RWA Exposure Management Team.
This role will form part of the London based RWA Optimisation team within RWA Exposure Management.
The RWA Optimisation team is primarily responsible for ensuring accurate Credit Risk month end reporting within Credit Systems and accurate delivery to Finance and Group Risk in order ensure optimal RWA Reporting and Capital Requirements.
Role exists for one business analyst to work in RWA Optimisation team, with a focus on managing the credit adjustment month end reporting process in collaboration with a range of internal ‘customers’, including Credit Officers, Finance, trading / sales, IT professionals, exposure method specialists and other IB control / support functions. Responsibilities will also lies in the identification and resolution of issues that exist with the trade population differences between Risk and Finance.
The successful candidate will join a global team and will gain significant exposure to all aspects of the Credit Risk environment. They will work within a diverse environment that encompasses Credit Risk Officers, Finance, Trading, Risk Methodology experts, IT professionals and project managers.
Key responsibilities:
• Lead the month end credit adjustment process in collaboration with Credit Officer, RCO Support Data Management Team, Risk Methodology, Business Managers and Finance
• Ensuring Credit month end closes on time and accurately, putting in place relevant controls around all credit adjustments
• Improving the close cycle time by identifying and implementing projects to improve processes
• Reporting Analysis of month end Credit Close, substantiating RWA movements.
• Working effectively with other team members to deliver against shared objectives.
• Supporting others in own and other teams where sharing specific functional or product knowledge will speed completion of tasks and /or improve the quality of key project deliverables.
Key skill set:
The individual should understand recent new Basel 3 regulatory capital calculation requirements.
The individual should have strong IT literacy skills, navigating and querying databases, writing SQLs.
Additionally candidates must be practically minded and have a logical, systematic approach to delivering work.
The ability to work flexibly to meet deadlines in a challenging environment is a pre-requisite.
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