Assocate, Group Regulatory Reporting

The Role Responsibilities

• Key role in preparation of all regulatory Capital reporting including Capital+, COREP returns for Group and Solo.
• Actively play role in understanding IFRS9 ECL numbers and its impact on capital.
• Ownership for external disclosure on capital.
• Supporting Pillar 3 disclosures including all Capital tables.
• Compliance activities for COREP returns including partnering with Group Regulatory Policy to evidence compliance requirements
• Stakeholder management of Capital reporting stakeholders - responding to queries and requests, managing data submission and document changes etc.
• Document owner for Pillar 3 Capital disclosures - including updating the actual document, managing publishing, governance etc.
• Support delivery of new regulatory changes (PRA, BCBS and EBA requirements)
• Manage delivery of key reporting and ad-hoc data requests including:

o Basel QIS requests

o PRA queries

o Industry data requests

Ensuring adherence to the relevant sections of the Prudential Compliance Framework (Group Compliance) and Operational Risk Framework (Group Operational Risk)

• Develop tactical solutions in short time-frames to solve urgent problems in BAU reporting and controls
• Interpretation and guidance to global stakeholders and Head Office on PRA and EBA rules under Basel III/CRD IV and new rules under discussion/consultation.
• Contribute to the Bank's response to relevant Discussion and Consultation Papers and Technical Standards on regulatory developments and changes from the Basel Committee, PRA, EBA and others.
• Contribute to the development and implementation of regulatory projects, and revisions to credit risk RWA calculations

Supporting Group Finance initiatives including business efficiency (e.g. faster close) and improvement of the control environment

Our Ideal Candidate

• Qualified Accountant with preferably experience in financial services especially in regulatory reporting, particularly COREP and IRR reporting of Capital, RWA, Large Exposures and Leverage reporting.
• Expert Prudential Regulatory knowledge - particularly existing and revised Pillar 3 requirements and existing and proposed credit risk RWA calculations
• Experience in completing recent Basel 3 QIS and Additional QIS on revised credit risk capital requirements
• Experience in interpretation and design of tactical reporting solutions (in Excel or other) in order to meet ad-hoc reporting requests and ability to manipulate large data sets.
• Good product knowledge, especially trading book products
• Experience of working under pressure to produce high quality reporting in a highly controlled environment
• Experience of financial reporting within banking.
• Intermediate-advanced Excel and Access user.
• Experience of supporting Regulatory Change initiatives and projects
• (Preferred) SQL, Moody's Fermat/RAY, Hyperion HFM