AVP Credit Risk Reporting

Change Recruitment Group
Glasgow, United Kingdom
£45,000 - £55,000
Mar 07, 2018
Apr 22, 2018
Job Function
Industry Sector
Finance - General
Employment Type
Full Time


Change recruitment group are looking for a Credit Risk Capital Reporting AVP to join a well known corporate and investment bank in Glasgow city centre.

Overall purpose of role

The Wholesale Credit Risk Capital Reporting team is responsible for production and review of timely, accurate and complete Credit Risk metrics to support internal MI and external regulatory reporting. This role supports the team capital reporting deliveries including wider projects impacting Credit Risk Capital Reporting. Capital optimisation initiatives across BI have increased the demand for stronger analytics and RWA accuracy which are central to the team's activities.

Key Accountabilities

·    Collation and review of monthly/quarterly Credit and Counterparty Credit RWA reporting including idiosyncratic/trend analysis and commentary across macro, portfolio and granular levels
·    Monitor the accuracy of the RWA parameters and capital calculations reported out of both the Risk grading engine and regulatory reporting systems, engaging the corresponding system BAs to remediate any issues identified
·    Support the delivery of new reporting requirements under the European Referendum Response Programme
·    Represent the WCR team in strategic projects and initiatives across the bank
·    Provide support to stakeholders across the Business, Risk, Finance and Treasury in regards to queries on RWA consumption of particular businesses/trades
·    Enhance the accuracy and efficiency of the control environment, documenting issues and proposing resolutions
·    Development and testing of the systems and business processes supporting regulatory or internal policy changes
·    Impact analysis relating to model change and changes in CRR permissions

Person Specification

The successful candidate is expected to demonstrate a working understanding of Basel III, Credit Risk reporting processes, data interrogation and an interest in the changing regulatory landscape. Good communication skills are vital. CRIS has a collegiate attitude towards decision making and needs a team player able to interact within the organisation. Colleagues excel in the team when they are self-starters with the motivation and initiative to close knowledge gaps.

Essential Skills/Basic Qualifications:
•    Minimum high quality undergraduate degree - 2.1 or equivalent
•    Strong analytical / problem solving abilities
•    Confidence to deal with stakeholders across all levels including the front office
•    Clear and effective communication and presentation skills, both written and verbal

Desirable skills/Preferred Qualifications:
•    Working knowledge of the CRR regulation, in particular Advanced Internal Ratings Based approach to calculating capital requirements for Credit Risk
•    Previous experience of analysing capital reporting data and providing commentary on credit factor movements driving changes in capital consumption
•    Exposure to business analysis, investigating issues and documenting findings
•    Data warehouse experience and analysis skills (Access/SQL/VBA) with confidence in handling large datasets
•    Post graduate degree or professional qualifications such as ACA/CIMA/ACCA/CFA/FRM looked at favourably

For more information, a full job description and a confidential chat please contact Craig at craig.mckellar@changerecruitmentgroup.com