A global financial institution is seeking an experienced regulatory capital professional to support Risk Weighted Asset (RWA) calculations, capital analytics, and regulatory capital reporting initiatives. This role will play a key part in calculating credit and market risk capital requirements, supporting Basel III Endgame readiness, automation initiatives, and regulatory change management efforts.
The ideal candidate will bring hands-on experience with RWA calculations, Counterparty Credit Risk (CCR), SA-CCR, Market Risk, or FRTB within a banking or regulatory environment.
RESPONSIBILITIES
Support the calculation and analysis of Risk Weighted Assets (RWA) across credit risk and market risk portfolios
Calculate and validate quarterly regulatory capital metrics and capital ratios
Perform analysis of Basel regulatory capital requirements and regulatory reporting impacts
Support implementation and enhancement of capital calculation engines, automation initiatives, and reporting processes
Participate in requirements gathering, testing, user acceptance testing, and validation of capital calculation methodologies
Partner with technology teams on regulatory reporting and capital infrastructure initiatives
Assess the impact of Basel III Endgame, SA-CCR, FRTB, and other regulatory developments on capital calculations
Develop and maintain documentation, controls, governance procedures, and reporting frameworks
Prepare metrics, reporting packages, exception monitoring, and impact assessments for management
Identify opportunities for process improvements, automation, and enhanced regulatory compliance
Collaborate with regulatory policy, finance, risk, and reporting teams on strategic capital initiatives
QUALIFICATIONS
Bachelor's degree in Finance, Accounting, Economics, Mathematics, Risk Management, or related field
6+ years of experience in regulatory capital, RWA reporting, capital analytics, market risk, credit risk, or related banking functions
Hands-on experience with Risk Weighted Asset (RWA) calculations required
Strong knowledge of Counterparty Credit Risk (CCR), SA-CCR, derivatives exposure calculations, or exchange traded products preferred
Experience with Market Risk capital calculations and FRTB is highly desirable
Understanding of Basel capital regulations, Basel III Endgame, and U.S. Regulatory capital frameworks
Experience supporting regulatory reporting, capital planning, CCAR, or capital transformation initiatives preferred
Advanced Excel skills and strong quantitative analytical capabilities
Experience with regulatory reporting automation, testing, controls, and governance processes
Ability to manage multiple projects and work effectively across finance, risk, technology, and regulatory stakeholders
Big 4 / Big 8 advisory professionals with banking regulatory capital experience or candidates with direct banking capital reporting experience are encouraged to apply
Strong communication, documentation, and project management skills required