VP CCAR RWA Projections - Basel Management Reporting # 103001
Within the Group Finance Division, the Basel Measurement and Reporting (BMR) department is responsible for computing and reporting the Firm's capital ratios which involves the production of Risk Weighted Assets (RWA), eligible capital and leverage ratio add-ons in accordance with Basel 3 regulations.
As part of the U.S. Intermediate Holding Company (IHC) requirements, CS is required to implement and maintain a Comprehensive Capital Analysis and Review (CCAR) framework including appropriate RWA projection capabilities. This role will lead BMR's efforts in building and maintaining a robust and controlled RWA projections process.
Specific tasks for this role include, but not limited to:
- Establishing an efficient, new interpersonal function to support the CCAR framework including onboarding staff and implementing process and systems
- Assisting in successful implementation of the systems, processes and people to deliver a regulatory compliant CCAR framework
- Establishing effective cooperation with meaningful functions in CFO, CRO and Front Office divisions to deliver on the Capital Management agenda
- Explaining per movements through business, attribute and/or methodology changes
- Conducting "deep dive" analysis on the identification of data sources, parameters, methodology treatment, control issues, etc.
- Supporting Internal and External Audit reviews and ad hoc queries related to these transactions
- Working closely with the change team to develop automated calculations and reporting in compliance with the regulatory capital requirements of IHC
- Leading a team of 3 staff, rapidly growing in 2018
Credit Suisse maintains a Working Flexibility Policy, subject to the terms as set forth in the Credit Suisse United States Employment Handbook.
- You have 10+ years' work experience, of which minimum 3 years shown experience in reporting or accounting within the banking/capital markets space
- You have strong knowledge of Basel capital requirements. CCAR experience is a plus.
- You have an experience in RWA / Leverage Ratio 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 strong front-to-back cross functional process knowledge within an Investment Bank
- You have the ability to interact and independently represent department with Senior Front Office business partners
- You hold BA in Accounting or Finance (CPA and/or MBA desired)