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Strong Tier-1 brand and metro location balanced by niche regulatory skill requirements.
Role demands bank-specific regulatory and RWA expertise, limiting cross-industry portability.
Requires specific regulatory risk expertise and technical tools but lacks explicit years, yielding medium strictness.
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Own month-end quality assurance controls and validation of credit risk RWA exposure analysis and related regulatory metrics.
Conduct root cause analysis on complex exposure calculations and ensure outputs accurately reflect portfolio economics.
Provide subject matter expertise, analytics support, and present regulatory metrics to senior global stakeholders.
Good knowledge of regulatory requirements such as ECB CRR, CRD, Basel.
Understanding of exposure calculation methodologies, e.g., SA-CCR, IMM, and exposure metrics like EPE/EE, statistical modeling (Monte Carlo Simulation).
Preferred IT skills include Python, Advanced Excel (VBA), Microstrategy, MS Access; experience leveraging AI tools for productivity.
Work Experience Required: Not explicitly mentioned in the JD.
Analytical with a strong problem-solving approach, able to navigate complex risk calculation algorithms.
Organized and structured work style with strong attention to detail and experience in process change.
Effective communicator capable of engaging and presenting to senior international audiences in a Finance and Risk context.