Job Description
Responsibilities
- Be closely involved in the execution of month‑end regulatory capital processes.
- Design and produce related reporting and analysis to inform key business stakeholders of risk drivers and changes with use of AI tools, and the impact of regulatory transitions.
- Build tools including leveraging AI capabilities to enhance capital analytics, support capital sizing and automate reporting processes.
- Ensure new business initiatives are captured appropriately in SA‑CCR and SFT Exposure at Default (EAD) and regulatory capital calculations.
- Act as key stakeholder in the planning and prioritisation of related regulatory updates to ensure the success of capital model enhancements.
- Work with various RBC front office businesses, Global Risk Analytics, Market Risk, Risk IT, and Finance to ensure counterparty credit risk capital is complete and accurate.
Skills & Qualifications