AVP-RWA PC

Lead the Counterparty Credit Risk process to generate EAD/RWA/Leverage Exposures based on the guidance issued by PRA/ECB/HKMA.
Review and validate data against expected quality criteria, log, investigate, escalate and resolve data quality issues
Perform manual amendments, enrichments and overlays to ensure that the data is of the desired quality.
Analyse significant movements and validate drivers from sites to ensure data integrity when it comes to providing commentaries for sign off packs and facilitate signoff by data owners.
Active participation in User Acceptance Testing (UAT) for every change/release to drive consistency and efficiency and also highlighting the issues and taking it for remediation.
Support the development of CORB3 project funded initiatives across the Regulators
Compile Monthly / Quarterly / Half yearly returns for Regulators/Senior Management
Engagement with regional teams to inform them of CCR team initiatives and assessment of wider utilisation
Lead the Regulatory wide agenda for Stop/Simplify from CCR perspective with liaison with NCCR/Capital teams as well as wider teams/stakeholders
Support and guide colleagues through knowledge sharing and coaching interventions and facilitating transparent communication including with stakeholders.

Qualifications
Qualified CA / CPA / ICWA / MBA (Finance)/FRM with 10-12 years of experience.
Regulatory reporting background with a financial institution, with a good understanding of the regulators and their requirements.
Knowledge & working experience on Basel 3 guidelines for capital adequacy calculations, particularly Counterparty Credit Risk (SA-CCR and IMM) and the Global Markets products (Derivatives and Securities Financing).
Prior experience in Regulatory Reporting function having knowledge and experience of PRA,ECB and HKMA Rule texts, reports and its schedules.
Exposure to regulatory reporting and banking systems with the ability to understand, interpret and refine dataflow
Experience in analysing and interpreting large volumes of data
Operations management including process governance and stakeholder management