Capital Reporting Analyst, Investment Management

A large Investment Management company has a requirement for a Capital Reporting Analyst.

Responsibilities:
*Development and enhancement of Group capital adequacy (Pillar I and Pillar 2) calculation and reporting processes;
*External and internal capital adequacy and liquidity reporting: Financial Dashboard, ICA, ICAAP (on consolidated and solo basis) including detailed commentary and management actions;
*SME in Group Individual Capital Assessment (ICA) end to end process: own funds, economic capital, solvency surplus, YoY analysis of change including calibration of risk factors, calculation of balance sheet stresses, loss function fitting, preparation of annual ICA report for CFO, CRO
*Economic capital allocation to global legal entities based on FUM and balance sheet exposures;
*Group annual three-year capital adequacy planning: own funds (per CRD IV), CRR, economic capital, OCG, NCR (dividends, capital injections, loans);
*Work closely with Risk Management on stress and scenario testing and operational risk scenarios modelling;
*Acting manager of capital team in the absence of the manager;
*Key contact on capital adequacy and liquidity queries of Global Finance and Risk senior management;
*Build and maintain relationship with regional (Europe, North America, Asia) Heads of Finance and CFOs to ensure alignment of capital adequacy methodology and reporting procedures;
*Follow relevant regulatory developments to maintain best practice in capital adequacy calculation, reporting and management;
*Process and internal control improvement: automation of all Group capital and liquidity reporting, implementation and coordination of monthly balance sheet and capital metrics reconciliation and sign-off process across regions;
*TM1 Global Ledger Interface: delivery of global consolidation project.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.