AVP -CRDU- RDV & C

Job Description

Daily preparation and monitoring and release of the risk metrics for the Flash vs Actuals for the various metrics to senior management, with commentary. Controls and Reconciliation on the BCS vs FDW Build and coordinate the production plan for the month with FPI Controls and Capture minutes of the daily production calls. Drive and follow up on the open items discussed in the call with the stakeholders and impacted team Coordinate and Manage Agenda aligned to the participants and capture minutes for the Stability Working Group Drive the other SRE initiatives risen from the various issues and the stability working group. FX effect and Flash coordination 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. Providing subject matter expertise and analytics to support Finance and the Risk team regarding risk and regulatory topics or initiatives e.g. optimisation topics Change Book of Work - support the change BoW by engaging with business, CDO and IT on change Initiatives for strategic implementations and DQ remediation Liaising with relevant stakeholder for RCA and reporting Presentation of the Regulatory metric to senior audience across the Bank Your skills and experience Good Knowledge of regulatory requirements like ECB, CRR, CRD, Basel3 Basel3.1 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.) Team management experience 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 How we ll support you Training and development to help you excel in your career. Coaching and support from experts in your team. A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs