RWA Analytics Manager

  • £70k-£100k plus bonus and benefits
  • London, England, United Kingdom
  • Permanent, Full time
  • Maldon Partners
  • 21 Sep 17 2017-09-21

A global, Tier 1 bank is seeking an RWA Analytics Manager with a background in Market Risk and Counterparty Credit Risk to join a newly created RWA analytics team. This will join a team of 4 whose central function is to provide business partnering with the Global Businesses and provide internal reporting and analytics on RWA management.The main responsibilities will include:

 

  • Providing RWA analytical and advisory support to Global Businesses and their Business Finance teams
  • Providing RWA management information for senior Group committees
  • Providing GRR input into improved communication of RWAs across Business Finance, Risk and Group Treasury

The role will focus on Credit Counterparty Risk (CCR) and Market risk (MR) RWAs Analysis including:

  • Providing guidance to Global Banking and Global Markets on RWA management and savings.
  • Supporting RWAs optimisation projects 
  • Reviewing and challenge of figures and commentary in RWA reports by Global Business
  • Appropriate commentary for TALCO or other Board meeting papers as required
  • Advice/guidance on RWA Annual Operating Plan, forecasting and Stress Testing outputs.
  •  Manage the provision of advisory support to Business Finance teams (Global and Regional) to improve RWA management
  •  Provide assurance to senior business and financial management both through robust review & challenge to RWA data (plan/projections & Stress Testing) and through robust monitoring of RWA Saves
  • Work closely with Group Treasury and Risk teams to identify opportunities to improve the reporting process and raise with relevant team

Candidates experience required includes;

  • A detailed understanding of the UK  & EU prudential regulatory framework
  • Extensive knowledge of RWA regulations/calculations (AIRB, FIRB and STD)
  • CCR and Market Risk experience
  • Good problem solver with well-developed analytical skills
  • Excellent all-round communication skills