EY - Manager/Senior Manager - Capital/Regulatory Reporting/IRRBB

EY Is hiring!!

As a global leader in assurance, tax, transaction and advisory services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom. At EY, we don't just focus on who you are now, but who you can become. We believe that it's your career and 'It's yours to build' which means potential here is limitless and we'll provide you with motivating and fulfilling experiences throughout your career to help you on the path to becoming your best professional self.

The opportunity:

Capital/Liquidity/IRRBB Reporting - Gurgaon

- Our team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility and the opportunity to realize your leadership potential.

- Our practice focuses on risk management, regulatory, quantitative, and technology backgrounds.

Capital Reporting:

1. Strong working experience in Capital Reporting (Own Funds) and RWA Reporting as per Basel 3 norms

2. Strong working experience in EU COREP reporting that covers Own Funds, RWA Calculation and Reporting.

3. Strong understanding and experience of end-to-end Capital and RWA reporting processes from sourcing of data till the final submission.

4. Strong practical knowledge of various asset classes, Risk Mitigation, Banking & Trading Book

5. Proficiency in assurance control testing (from 2nd LOD standpoint) related to Capital and RWA reporting.

Liquidity Reporting:

1. Strong experience in Liquidity Coverage Ratio (LCR) reporting, Net Stable Funding Ratio (NSFR) reporting and practical application of various product in such reporting.

2. Strong understanding and experience of end-to-end liquidity reporting processes from sourcing of data till the final submission.

3. Proficiency in control testing and assurance related to Liquidity reporting (LCR, NSFR, ALMM, UK PRA110)

4. Hands on knowledge of PRA, FCA, EBA regulations.

5. Detailed understanding of Financial Assets, Liabilities, HQLA, Inflow and Outflow Rates for LCR, NSFR.

6. Practical knowledge of working and reviewing the liquidity reporting templates as per EBA and UK PRA.

7. Strong understanding of Derivative products, Repos, Reverse Repos, T-Bills, CDs, CPs etc and their treatment in the liquidity reporting.

8. Proficiency in assurance control testing (from 2nd LOD standpoint) related to Liquidity reporting.

IRRBB:

1. Strong experience in Interest Rate Risk that includes Net Interest Income (NII), Economic Value of Equity (EVE), Gap Risk, Basis Risk etc.

2. Strong experinece in Interest Rate Risk of Banking Book (IRRBB) reporting in Global Banks

3. Experience in establishing Assurance activities within Treasury Risk Management