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
Business Data Analysis
Credit ...
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
Business Data Analysis
Credit ...