Your key responsibilities
- Completion of required month end Quality assurance controls and to validate variance
- Credit Risk RWA Exposure Analysis
- Leverage exposure regulatory metric
- Other reg metric like CVA, EC, EL,
- Calculation of the exposure wherever required and posting in relevant platforms
- Navigate through the complex algorithms built in the risk engine to perform root cause analysis on the exposure calculations. Ultimately the calculated output should reflect the economics of the portfolio.
- Data Quality proactively manage the investigation and resolution of month end issues on the regulatory metrics
- Liaising with relevant stakeholder for RCA and reporting
- Providing subject matter expertise and analytics to support Finance and the Risk team
- Presentation of the reg metric to senior audience across the globe
- Participation in CTB initiatives
- Optimisation Focus on the capital number
Your skills and experience
- Good Knowledge of regulatory requirements like ECB CRR, CRD, Basel requirements
- Understanding of exposure calculation under different models e.g. SA-CCR and IMM
- Knowledge of Exposure Metrics like EPE/EE, Statistical Modelling (Monte Carlo Simulation etc.)
- An analytical mindset and good approach to problem solving
- Experience of process change
- Strong interpersonal and communication skills
- Organized and structured working approach
- Strong attention to detail
- Reliable team player who enjoys working in an international environment
- Preferred IT
Skills:
- Python, Advance Excel(VBA), Microstrategy, MS Access
