Description
Regulatory SME (FX/MM)
My Client, a large bank located in the City of London are looking to recruit a Regulatory SME with working in an FX/MM environment.
Perform full front to back analysis of FX & MM, Market/Credit Risk and system capabilities. A key requirement being transparency throughout the system stack (trade capture to ledger) to enable informed decision-making on optimal operating model for Portfolio Management (Pricing, P&L, risk management, compliance and funding). Full understanding around the impacts of increased volumes and changes to controls and reconciliations.
- Documenting business requirements for implementation of new Basel III rules and working closely with technical regulatory teams, IT and Risk departments and defining configuration for systems and UAT planning.
- Assess the impact of credit risk capital and liquidity on Basel-III across the business lines eg review of introduction of RWA disciplines and changes in RWA methodology and calculations.
- Conduct risk assessments on the potential business impact of MiFID on the pre and post transparency of markets including regulatory aim to increase transparency narrows bid-offer and reduction in market liquidity and other considerations.
- Support the Rates/Credit business lines in aligning to the desired future shape of the WBM business operating model and jurisdictional footprint (booking models, legal entities/branches and client service offering and implication of implications of ICB, Dodd Frank, Tax, MiFID and Basel III.
- Enhance and implement data quality control processes in line with regulatory requirements.
- Support the Middle Office strategy to deliver an independent, robust and controlled environment that underpins the business activity.
ESSENTIAL SKILLS
BASEL III
SME
MM/FF EXPERIENCE
STRONG REGULATORY EXPERIENCE
If you have the following skills/experience please contact me on or (see below) .