AVP - Regulatory Reporting - Investment Bank

Discipline - Banking

Subsector - Compliance & Regulatory

Location - Delhi NCR

About our Client - Our client is a Global Bank with their offshore setup based out of Delhi NCR. With the team expanding they are looking for a seasoned professional to joining their specialist team of Regulatory Reporting.

Job Description - 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.

The Successful Candidate :

- You are a CA / MBA / FRM with 8+ years of experience in Basel II, Basel III, COREP.

- In depth understanding of Counterparty Credit Risk, Securitization and Market Risk RWA framework is required.

- You will also have an understanding of derivatives along with prior team management experience. Knowledge MS Access and SQL would be beneficial.

What's on Offer :

- Attractive compensation.

- The role is a great opportunity for returning Indians looking for a onshore focused role in India.

- Exposure to senior management at offshore and onshore location.

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