Overview
Liquidity Must Have – Liquidity Reporting experience(Key Domain area) with focus of Regulatory metrics,
Must have:
– Strong functional content across Basel framework (Basel II, III and IV); Liquidity risk metrics computation and methodologies, with key drivers
– Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting
– Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis.
– Candidate must be familiar with regulatory requirements for data management – BCBS 239 and PRA requirements.
– Experience on change projects with active co-ordination with IT / Business analysts / Business users
– Work collaboratively with Change team and drive the agenda for optimization of change delivery through review of testing strategy and approach to UAT / UVT
– Business requirements gathering and analysis
– The role holder needs to extensively collaborate with peers in the team, particularly Global process managers for Liquidity and IRRBB
Technology skill sets:
Excel – Highly proficient
SQL – Medium level competency
Good to have:
– Expertise in systems and processes used to generate regulatory metrics, particularly with experience in change projects focused process enhancements
– Understanding of Moody’s reporting platforms is an advantage. SAS and/or Python knowledge is an added benefit.
Technology skill sets:
– Python / VBA macros /SAS / BI tools / Agile methodology
– Exposure to Automation projects