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Basel Retail Credit Risk- Associate, Warsaw

Client: (Client Name)

Location: Warsaw, Poland

Job Category: Other

EU work permit required: Yes

Job Reference: 87b8cb7d422a

Job Views: 19

Posted: 23.01.2025

Expiry Date: 09.03.2025

Job Description:

Be at the forefront of delivering Capital RWA Reporting for Credit Risk Capital Firmwide and find the role for yourself.

As a Risk-Weighted Assets Associate in the Capital Management team, you will be responsible for end-to-end oversight of the firm’s capital management framework to ensure compliance with regulatory capital requirements and maintain principles related to capital levels, distributions/buy-backs, stress testing, and internal capital allocation. You will work closely with stakeholders within Risk, the Business, and other Finance functions globally to ensure a cohesive approach to capital management.

The Basel Measurement and Analytics group within Capital Management produces and analyzes firm-wide Counterparty Credit risk regulatory capital results monthly. The team is responsible for implementing Basel rules and enhancing the Basel reporting infrastructure.

You will collaborate with Lines of Business, Model Implementation, Technology, and Regulatory Policy to advance the Firm’s capital agenda in Retail Credit and Other Assets risk.

Job responsibilities:

• Perform deliverables related to the production of Retail Credit Risk RWA. Analyze RWA, perform trend analysis, forecast-to-actual results variances, and provide insights for stakeholders and senior management.
• Maintain Procedure documents for the production process and Implementation guidance documents detailing the data and associated rule implementation for RWA calculation and reporting.
• Conduct quantitative impact studies (QIS) for regulatory agencies. Understand upcoming rules and regulations in the Retail domain, determine data gaps, draft resolution plans, and create implementation processes for reporting.
• Meet Sarbanes-Oxley (SOX) compliance and audit requirements, providing requisite datasets and documents for review.
• Partner with risk management, lines of business, and technology teams to identify and remediate data quality issues, tracking and managing issues through to resolution.
• Implement new business initiatives and model updates in collaboration with stakeholders and Technology.

Required qualifications, capabilities, and skills:

• Proficiency in MS Office product suite (Excel, Word, Access, and PowerPoint).
• Bachelor’s degree in Finance/Accounting or CFA charter holder.
• Ability to multi-task, prioritize, make decisions, and be organized, self-motivated, and a team player.
• Good interpersonal, oral, and written communication skills to collaborate effectively with cross-functional and cross-continent teams.
• Strong analytical and problem-solving skills with a focus on controls; superior attention to detail and process orientation.

Preferred qualifications, capabilities, and skills:

• Several years of treasury, financial, or regulatory reporting experience, preferably at a large financial institution.
• Knowledge of Basel regulatory capital rules and a general understanding of RWA calculations pertaining to Consumer Credit products.

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