Description
This role is part of a team focusing on the FDSF Actuals Structured Finance (SF) and Market Risk (MR) templates. This team sits within the Central Stress Testing Execution vertical that defines processes and provides guidance, support, review & challenge functions to deliver FDSF data to the PRA and is a key element of the bank's Global Stress Testing process.
This role is responsible for supporting and analysing the content, processes and controls for the SF and MR FDSF Actuals reporting process.
Key areas of responsibilities include:
- Supporting sites &/or group functions with interpreting the requirements and population of the SF and MR FDSF Actuals template
- Supporting sites &/or group functions with interpreting & fulfilling the requirements for other supporting SF and MR FDSF Actuals deliverables (eg Basis of Preparation, Reconciliations, Validation & Sign-off Packs)
- Support communication channel between the Central Stress Testing Execution team and the group functions
Technical Skill Requirements
- Proficient in Microsoft Word, Powerpoint & Excel. Experience with Lotus Notes an advantage
- Advanced Excel analysis skills
- Data manipulation and analysis
Educational Requirements
- Typically qualifications would include a graduate degree in Finance, Science, Business Administration or a related field.
- Qualified/Part-Qualified finance/accounting professional desirable
Personal Skill Requirements
- Excellent understanding of one or more of RWAs, Credit Metrics, Retail and/or Wholesale Risk, ALM, Op Risk
- Strong ability to critically review and sense check data
- Strong ability to articulate issues clearly, engage with data suppliers effectively and resolve issues in a timely manner
- Confident and effective communication with management
- Able to work accurately and to tight deadlines, with occassional need to work extended hours
- Strong time management and ability to multi-task
Experience
- FDSF Actuals SF and MR
- Stress Testing SF and MR
- Regulatory Reporting
- Structured Finance (Securitisation & Covered Bonds)
- Market Risk/Traded Risk
- Financial Services