Lead Expert - Regulatory Reporting

Responsibilities:

Team Level Responsibilities : 

Within the team in charge of the production of Regulatory & internal steering indicators - structural rate risk metrices, within the Banking Book scope, you will contribute to the team’s missions.

·         Understanding the functioning of Liquidity, interest rate and foreign exchange risk in the banking book

·         Produce and certify ALM metrics (structural interest rate and exchange rate risks) at the appropriate granularity and expected level of quality. Indicators include LCR, CML , NSFR & ALT Tactical Reports

·         Participate in work to improve data quality

·         Ensure the recognition of metrics by the business lines

·         Contribute to the preparation of the monthly ALM indicator validation committees

·         Contribute to internal and ad hoc projects aimed at changing and optimizing the indicator production system (implementation of new tools, process automation via Alteryx, Power BI)

Individual Managerial Responsibilities :

·         Hands on supervision of the day-to-day product deliveries

·         Develop business requirements and project roadmaps for high-performance and critical project priorities.

·         Manage delivery teams, processes and models for optimal delivery solutions.​​

·         Co-ordinate and troubleshoot team’s functions.

·         Manage risks and regulatory compliances.

·         Drive initiatives for organizational transformation and Real-time Bidding (RTB) projects.​​

·         Be a second level of contact for any delivery resolutions.

·         Contribute towards Change the Bank (CTB) projects.​​

Profile Required:

·         You have 6 years in a Financial or Risk function and have a good knowledge of the banking sector

·         Agile, curious, you are organized and have a good ability to adapt and analyze

·         You are a force of proposal and enjoy working in a team

·         You are autonomous and know how to manage your priorities, it is all to your advantage!

·         Desirable to have Proficiency in VBA programming and Microsoft office tools is desirable for the success of your assignments,

·         SQL, Python, Power BI programming would be a more desirable option. 

·         Ideally, you have also acquired knowledge of banking balance sheets and financial products and in the regulatory field (CRD, CRR, Basel standards, etc.).

·         Demonstrated excellency in domain knowledge and operational management skills.

·         Excellent communication, stakeholder and people management skills.​​

·         Ability to visualize and execute process enhancements.​​​​

·         Proven understanding of regulatory and risk framework.

·         Proven capability of executing small to medium level projects.

·         You’re fluent in English

 

Plus Factor

Project & Process change experience

Accounting Principles understanding

Understanding of Interest Rate indicators and drivers including NIM , NPV , EVE

Liquidity Indicators - LCR , NSFR , ALM GAP

Knowledge on MS Excel Macro, Python, MS Power BI, Alteryx  

Contractual variation analysis (LCR & NSFR)

Specific Context

6+years of functional experience in Liquidity / Credit risk/Interest Rate Risk & regulatory reporting (LCR, NSFR)