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Tier-1 bank brand and metro location balanced by niche regulatory specialization.
Bank regulatory risk expertise limits cross-industry transferability, requiring finance-specific background.
Specific regulatory, modeling and tooling requirements imply moderate shortlisting strictness.
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Perform month-end quality assurance controls and validate credit risk exposure calculations including RWA, CVA, EC, EL metrics.
Conduct root cause analysis on complex risk engine algorithms to ensure regulatory exposure calculations accurately reflect portfolio economics.
Provide subject matter expertise and analytics support to Finance and Risk teams, including presentation of regulatory metrics to senior global audiences.
Good knowledge of regulatory requirements such as ECB CRR, CRD, Basel frameworks.
Understanding of exposure calculations under models like SA-CCR and IMM; knowledge of exposure metrics (EPE, EE) and statistical modeling techniques.
Preferred IT skills include Python, advanced Excel (VBA), Microstrategy, MS Access.
Work Experience Required: Not explicitly mentioned in the JD.
Experienced in handling complex regulatory risk data validation and quality assurance processes within a finance or risk environment.
Analytical mindset capable of navigating complex risk models and performing detailed root cause analysis.
Proven ability to leverage technology and AI tools for productivity enhancement and workflow optimization while ensuring responsible data use.