We are looking for a strong Credit Risk analyst with VBA/SQL skills to join our client’s Regulatory Reporting team. You will help produce the Capital structure and RWA disclosures and assist in meeting all Pillar 1 and Pillar 3 Reporting requirements under Basel 2.
Responsibilities will include:
Responsible for all MI requirements
Monitor and test end-to-end system data flows related to Basel II Pillar 1 and 3 reports
Create test data/ manufactured data for FSA 015, FSA 044 and FSA 045 i.e. to test the reports prior to live verification and regression testing
Review submission of Pillar 1 and Pillar 3 (trading book and banking book data) reports from sites across the world
Advise Senior Management and prepare inputs for FSA consultation paper regarding regulatory returns i.e. FSA 004, FSA 015, FSA 044, FSA 045 and all Pillar 3 returns
Advise stakeholders i.e. regulatory reporting team and other business areas i.e. Global Banking Market and Corporate Banking Markets regarding the implications of FSA guidelines relating to Credit and Basel II Risk reporting
Analyze the calculation and extraction of RWA, EAD, PD, LGD and EL under Standardised, Foundation and Advanced approaches from BASEL II Risk Systems
Assist in the development of existing MI programme
Assist in the review of MI by Credit and Finance
Assist in ad hoc query reporting development
You must have the following:
A minimum of 12 months Credit Risk knowledge particularly in Basel 2 (Pillar 1 and 3) within financial services/ banking
VBA and SQL script experience
Candidates currently studying for a professional accounting qualification will be considered as long as you have relevant Credit Risk experience
Regulatory Reporting knowledge desirable but not essential
Strong systems skills
Strong written and verbal communication skills are required
Please note that successful candidates will be contacted within 48 hours.
