Risk Reporting Senior Analyst

• preparation of CCAR/DFAST regulatory stress tests for wholesale credit risk
• preparation of other regulatory reporting, including PRA UK stress tests, and internal stress tests used for budget planning
• determining the sources and scope of data, creating procedural framework for reporting and oversight over it
• ensuring compliance with legal and regulatory requirements
• designing IT solutions and cooperating with Technology to ensure user requirements are documented, tested and delivered
• working with the following teams on forecasting processes: Risk Managers, Business Managers, modelling teams, Finance, Technology teams, Capital Planning Team (CPT), etc.
• ad hoc analyses

• 3+ years’ experience in data analysis/manipulation and working with large sets of data
• knowledge of any programming language (SAS or SQL preferred)
• familiarity with credit risk reporting, regulatory reporting or stress tests and terms/measures such as: PD, LGD, EAD, LLR, economic capital, RWA, Fair Value, pricing models would be an asset
• knowledge of credit and finance systems (Optima, RAPID/Facility Management, Ruby) – nice to have
• knowledge of banking and financial institutions industry preferred
• excellent communication skills

knowledge of credit and finance systems (Optima, RAPID/Facility Management, Ruby)

• private medical care program
• life insurance program
• pension plan contribution (PPE program)
• employee assistance program
• paid parental leave program (maternity and paternity leave)
• sport card
• holidays allowance
• sport and team recreation activities
• special offers and discounts for employees
• access to an array of learning and development resources
• a discretional annual performance related bonus