eFinancialCareers

• Company

  Walker Hamill

• Location

  UK-London

• Compensation

  £35K - £45K plus benefits and discretionary bonus

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  17 Nov 2009

• eFC Ref no

  577907

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.