Basel Measurement Reporting, AVP Basel Measurement Reporting, AVP …

Credit Suisse
à Pune, Bangarde, Inde
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
Credit Suisse
à Pune, Bangarde, Inde
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
Credit Suisse
Basel Measurement Reporting, AVP
We Offer
The BMR (Basel Measurement and Reporting) department operates within the Global Finance unit and manages CS's reporting to the regulators as well as internal MIS for capital, balance sheet and leverage ratio. Within BMR, the Regulatory Change SME (Subject Matter Expert) team is responsible for overseeing CS's response to new regulatory reporting requirements: acting as sponsors to the resulting change programmes, providing expert opinion on the interpretation of the regulation and performing analysis to allow the bank to respond effectively to the capital impacts.
Currently a major focus for the team is on the new Standardised Rules implementation (as part of 'Basel IV') and this role will be key in driving CS's response.
The role will cover activities such as:
  • You analyse the impacts of the new SA-CCR (Standardised Approach: Counterparty Credit Risk) regulation on capital held in relation to derivative counterparty risk, working closely with the Front Office to develop ways to minimise the impact and drive business change in response
  • You will assist in the development and testing of a new IT infrastructure to calculate SA-CCR
  • Analysing impact analysis on the wider SA-CR (Standardised Approach: Credit Risk) standardised rules
The role is an ideal opportunity for someone with a good grounding in the regulatory environment, who can perform data analysis, but enjoys moving through different types of work (part rule interpretation, part analysis, part project management) and relishes new challenges (helping to drive CS' response to new regulation by viewing the challenges from various angles and identifying optimization opportunities).
This role offers an opportunity to extend regulatory knowledge across various field
  • Analyse impacts of the application of the new SA-CCR calculation, identify issues and solve any root causes
  • Apply RWA to exposures to understand capital impacts
  • Testing the output of new IT infrastructures
  • Analyse impacts of the application of the new SA-CCR calculation, identify issues and solve any root causes
  • Source, analyse and present information to support the advocacy around new regulatory consultation papers
  • You will be required to supervise your direct reports effectively and take preventive action where needed and sanctions misconduct


You Offer
  • Strong analytical skills in excel and access and comfortable dealing with large datasets
  • You have knowledge of derivatives and SFTs (Secured Financing Transactions) and the modelling of their exposure
  • You have an experience in regulatory interpretation, implementation or reporting (specifically Basel III and 'Basel IV) (preferred not compulsory)
  • You have a can-do attitude / comfortable with changing challenges / tight timelines
  • You have reporting skills - i.e. ability to summarise and present outcome of analysis
  • You possess a strong financial background and knowledge of CS systems (preferred)
  • You show drive, passion and positive can-do attitude
  • Strong eye for business with excellent technical skills, and willingness to challenge status quo and contributes to change
  • Spots and seizes opportunities for the bank and for individuals within her/his area
  • Is eager to grow and learn for her/his area and as an individual
  • Stretches her-/himself and others to drive things forward
  • You are aligned with the bank's code of conduct and all applicable laws, regulations and policies
  • Shows true concern for compliance and control standards, protects the bank's reputation and earns our clients' trust
  • You are diligent, disciplined and organized in your work by meeting deadlines, striving for high quality, and completing documentation
  • Promotes and considers operational efficiency in business decisions resulting in the efficient use of the Bank's resources
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