Assistant Vice President – Basel Regulatory Reporting

Key Responsibilities

• Ensure awareness of US Basel III regulations and updates
• Maintain a thorough understanding of US Basel III capital requirements and regulatory reporting requirements
• Ensure preparation and execution of close process for RWA and Regulatory capital production and effective communication and coordination with other actors involved in the close process
• Ensure consistency of exposures between the Accounting and the Risk or other source systems for calculation of RWA
• Provide analyses of IHC spot RWA and RBC ratios
• Support IHC Regulatory Reporting team for RWA and RBC related reporting such as FR Y-9C HC-R and FFIEC 102, as well as reconciliation with Regulatory Reports FR Y-9C (balance sheet, off balance sheet)
• Support CCAR program for spot RWA and Regulatory Capital calculation and reporting
• Ensure the proper audit trail and documentation on the Basel III RWA and RBC ratio for the IHC
• Ensure that US Basel III policies are consistently applied across various businesses within the IHC (CIB, Asset Management)
• Maintain the IHC US Basel III documentations including methodologies and procedures.
• Contribute to the norms and operational committees established over the IHC RWA and Regulatory Capital
• Contribute to maintenance of Moody’s Analytical (tool used for RWA and RBC calculation)
• Contribute to enhancement of data quality and remediation for the IHC RWA and RBC capital calculation
• In coordination with other stakeholders, establish effective reconciliations and controls process over RWA and RBC ratios
• Analyze and synthesize movements in products and variations in report
• Assist the Basel III Lead with coordinating/managing internal and external resources, tracking status, key attention areas and risks, manage issues and escalate effectively

Contributing Responsibilities

• Participate in projects as required for new initiatives, process improvements or technology implementation and development
• Participate in bank examinations and internal and external audits
• Performs other duties as assigned

Number of Direct Reports

• 2

Qualification & Requirements

Technical and Behavioral Competencies

• Domain knowledge on Basel III RWA reporting for USA entities
• Capability to work and interact with various people of different expertise and level.
• Must be efficient in MS Office
• Stakeholder Management
• Result Driven

Skills Referential

• Behavioral Skills
  • Ability to deliver / Results drive
  • Communication skills – oral & written
  • Ability to collaborate / Teamwork
  • Client focused
• Transversal Skills
  • Analytical Ability
  • Ability to inspire others & generate people’s commitment
  • Ability to develop others & improve their skills

Education Level

• Masters Degree or equivalent

Experience Level

• At least 8 years

Benefits

No information available.