Basel Measurement and Reporting Specialist, AVP # 108427
The Basel Measurement & Reporting department (BMR) is a part of the Group Finance function in the CFO Division. Our role is to measure, report and help lead the Bank's regulatory capital, demonstrate ratio and balance sheet.
This AVP - Basel Measurement & Reporting will be responsible for daily and monthly FINMA RWA MIS reporting. Specific tasks for this role include, but not limited to:
- You will have production of daily and monthly MIS RWA reports ensuring accurate submission of RWA numbers to internal and external partners.
- You will provide analysis, commentary and reconciliation as required as part of daily/monthly RWA reporting.
- You will be explaining monthly movements through business, attribute and/or methodology changes.
- You will perform Stress Testing and RWA impact analysis under different scenarios on CS Group credit risk exposures for submission to FINMA and Capital Allocation and Risk Management Committee (CARMC).
- You will provide commentary and explanations on Stress Testing results.
- You will monitor and review control procedures including SOX controls as required.
- You will work with CFO Change and IT team to develop Business Requirement Document for strategic reporting tools and perform User Acceptance Testing.
- You will have involvement in Basel RWA implementation projects as MIS Reporting SME.
- You will support Internal and External Audit reviews and ad hoc queries.
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- You have 5+ years' work experience, of which minimum 3 years demonstrated experience in reporting or accounting within the banking/capital markets space.
- Do you have solid knowledge of Basel 3 capital requirements?
- Do you have experience in RWA reporting for a major bank or broker-dealer?
- You have deep understanding of financial products from an accounting, product control and/or regulatory treatment perspective.
- You have solid Excel, Access Technical Skills.
- You have BA in Accounting or Finance (CPA and/or MBA desired).