VP, Capital Reporting

Leading Investment Bank is looking for a VP, Capital Reporting to join the Capital Analytics team. The candidate will support calculation of RWA relative to Basel Rule for both credit and market risk. The VP, Capital Reporting will also work closely with key partners leading the RWA transformation efforts such as calculation automation, changes related to Basel III Endgame readiness, CCAR, SA-CCR as well as work with regulatory policy to interpret rule changes.

The VP, Capital Reporting will play a crucial role in supporting the calculation of RWA and ensuring compliance with regulatory requirements.

Responsibilities

• Calculate quarterly capital ratios and credit and market risk weighted asset calculation for the Bank Holding Company.
• Analyze Basel RWA Reporting based on US Regulatory requirements.
• Test case reviews and user acceptance testing of the calculation engine automation.
• Work with IT on systems implementation.
• Improve governance, efficiency and control through process optimization, and proactively identifying and remediating areas of regulatory deficiencies.
• Identify opportunities for automation, increased transparency, and enhancement of business processes.

Qualifications

• Bachelor’s degree in finance, accounting or similar discipline.