RWA Credit Risk Analyst

RWA Credit Risk Analyst, Credit risk, Bipru, Reporting, Basel II, Regulatory Reporting, SAS, SQL, Credit Risk

Details:

The aim of the role is to provide oversight, review and challenge over credit RWAs and other credit risk metrics reporting (Pillar 1, Pillar 3, internal MI) produced.
Conduct testing and QA against specific aspects of the BIPRU rules across the divisions to assurance Group sign-off parties of consistency and accurate interpretation. This will include 'deep dives' examining the end-to-end data flows and RWA calculations.
Monthly review of divisional RWA metrics by triangulating divisional movement analysis, FSA045, FSA004, and tacit knowledge for assigned divisions.
Provide SME input to the activities of: Basel policy working groups; model development and validation teams; and the risk requirements and solutions initiatives undertaken by the Group Basel II development program.
Work closely with the Credit Models team on RWA treatment standards and guidance.
Support the resolution of issues that impact the accuracy and timely delivery of risk weighted asset and capital numbers submitted to the regulator.

Must have:

Understanding of Basel II Pillar 1 regulatory reporting; or credit/finance systems production or change management..
Strong ability to efficiently interrogate, manipulate, analyse and validate large volumes of data with the aim of delivering meaningful management information and valuable insights into key credit risk drivers and their impact on the regulatory capital of the Group.
Ability to apply conceptual credit risk concepts to understand, identify and quantify portfolio credit risks.
Knowledge of credit risk principles and credit risk management and mitigation.
Strong verbal communication ability, enabling the delivery of confident and clear guidance and support to assigned divisions.
Business writing ability, enabling communication of complex material to a wide (non-expert) audience.
Strong interpersonal skills with the ability to liaise and interact with several different levels of management.

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.