AVP - Regulatory Reporting - Investment Bank

AVP - Regulatory Reporting (Investment Bank)

Reporting to the VP, your key responsibilities would include :

- Manage a team within the RWA CoE, provide guidance and act as a subject matter expert (SME) with regard to Market Risk, Securitization and Counterparty Credit Risk RWA calculation.

- Ensure that PRA regulatory outputs are produced on an accurate and timely basis in line with SLAs, including calculating and posting of all planned and ad hoc adjustments.

- Manage production of RWAs in accordance with Basel rules and Group Framework of RWAs particularly on Market Risk, Securitization and CCR.

- Production and Review of MI packs including business commentary for stakeholder sign-offs with particular emphasis on Trading Book RWAs including Market Risk, Securitization and Counterparty Credit Risk.

- Production and Review of PRA regulatory returns and key SDPs in accordance with CAD deadlines.

- Provide ad-hoc analysis and challenge as required to support management in RWA and other regulatory decisions.

- Identification and development of options to address issues relating to change and process improvement.

- Build strong relationships with the team's stakeholders to ensure delivery of output reports are of a high quality and fit for purpose.

- Support stakeholders who require analysis and commentary of the business - capital position.

- Update processes / outputs to reflect changes to reporting deliverables in response to mandatory or BAU project changes.

- Maintaining an up-to-date process note repository.