Regulatory Manager (Credit Risk Capital team)
•This is a key role in the London Regulatory Reporting team. The successful candidate will be responsible for the production of credit risk regulatory and economic capital calculations for the main London trading entity, covering daily reports for distribution to management and the reporting of this information to the FSA and SARB (South African Reserve Bank). The role will also entail a close working relationship with the Business and across Finance to produce key information that will be used to facilitate senior management decisions.
•Aside from core reporting responsibilities, the role will involve participation in strategic initiatives within the TCM department, covering the implementation of a new operating model and the optimisation of technology across the Bank to ensure ongoing compliance with regulations and reporting requirements.
•Oversee production of daily credit risk regulatory capital reports (with detailed analysis and commentary) for distribution to Senior Management.
•Validate, analyse and report credit risk capital requirements under the Standardised and Foundation IRB approaches for inclusion in returns to FSA and SARB.
•Improve controls around credit risk regulatory capital and economic capital calculations and increase the efficiency and accuracy of information produced.
•Support business activity by implementing systemic solutions (including testing) for new complex trades/products and strategic initiatives across the Bank.
•Work with Regulatory Policy team, Business Analysts and IT to specify and test changes to systems in order to accommodate changes to regulations and reporting templates (Basel 3, Common Reporting), thereby ensuring ongoing compliance with FSA and SARB.
•Dealing with business queries regarding capital adequacy.
•Provide input to strategic decision-making within the Treasury Capital Management (TCM) division.
•Management of 1-2 members of staff
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