- Raleigh, NC, USA
- Permanent, Full time
- Credit Suisse -
- 16 Jul 18
Basel Measurement and Reporting Specialist # 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.
Basel Measurement & Reporting will be responsible for daily and monthly FINMA RWA MIS reporting. Specific tasks for this role include, but not limited to:
- Production of daily and monthly MIS RWA reports ensuring accurate submission of RWA numbers to internal and external partners.
- Provide analysis, commentary and reconciliation as required as part of daily/monthly RWA reporting.
- Explaining monthly movements through business, attribute and/or methodology changes.
- 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).
- Provide commentary and explanations on Stress Testing results.
- Monitor and review control procedures including SOX controls as required.
- Work with CFO Change and IT team to develop Business Requirement Document for strategic reporting tools and perform User Acceptance Testing.
- Have involvement in Basel RWA implementation projects as MIS Reporting SME.
- 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.
- BA in Accounting or Finance (CPA and/or MBA desired).
- 5+ years' work experience, of which minimum 3 years demonstrated experience in reporting or accounting within the banking/capital markets space
- Preferred knowledge of Basel 3 capital requirements
- Experience in RWA reporting for a major bank or broker-dealer
- Deep understanding of financial products from an accounting, product control and/or regulatory treatment perspective.
- Solid Excel, Access Technical Skills.