The Credit & Regulatory Reporting team is responsible for calculating and analyzing Credit Risk RWA and producing key regulatory reports that support the Groups Basel solvency ratio Pillar 3 disclosures and various data quality and processimprovement initiatives.
Main Tasks
Collect validate and integrate data related to Credit Risk Counterparty Risk and Securitisation into the reporting system (ARC) on a quarterly basis for several subconsolidated scopes.
Coordinate and collaborate with the various stakeholders involved throughout the process.
Support the organization and preparation of senior management committees and meetings for the validation of regulatory reports.
Contribute to projects related to regulatory changes reporting developments process improvements regulators requests IT enhancements and datasourcing evolutions.
Produce several subconsolidated reports including COREP Own Funds Large Exposures Leverage Ratio and FRTB.
Provide support in the preparation and delivery of regulatory reporting.
Qualifications :
- Masters degree in Business Administration Finance or related field;
- Knowledge of credit risk concepts Standard and IRB approaches;
- Knowledge of prudential frameworks and standards (Basel III/IV COREP Pillar 3 (desirable) FINREP IFRS);
- Experience with MS Office;
- Experience with MS Access SQL and Business Objects (desirable).
- Fluent communication in English (oral & written);
Remote Work :
No
Employment Type :
Full-time
The Credit & Regulatory Reporting team is responsible for calculating and analyzing Credit Risk RWA and producing key regulatory reports that support the Groups Basel solvency ratio Pillar 3 disclosures and various data quality and processimprovement initiatives. Main Tasks Collect validate and...
The Credit & Regulatory Reporting team is responsible for calculating and analyzing Credit Risk RWA and producing key regulatory reports that support the Groups Basel solvency ratio Pillar 3 disclosures and various data quality and processimprovement initiatives.
Main Tasks
Collect validate and integrate data related to Credit Risk Counterparty Risk and Securitisation into the reporting system (ARC) on a quarterly basis for several subconsolidated scopes.
Coordinate and collaborate with the various stakeholders involved throughout the process.
Support the organization and preparation of senior management committees and meetings for the validation of regulatory reports.
Contribute to projects related to regulatory changes reporting developments process improvements regulators requests IT enhancements and datasourcing evolutions.
Produce several subconsolidated reports including COREP Own Funds Large Exposures Leverage Ratio and FRTB.
Provide support in the preparation and delivery of regulatory reporting.
Qualifications :
- Masters degree in Business Administration Finance or related field;
- Knowledge of credit risk concepts Standard and IRB approaches;
- Knowledge of prudential frameworks and standards (Basel III/IV COREP Pillar 3 (desirable) FINREP IFRS);
- Experience with MS Office;
- Experience with MS Access SQL and Business Objects (desirable).
- Fluent communication in English (oral & written);
Remote Work :
No
Employment Type :
Full-time
View more
View less