Description
This role is responsible for supporting and analysing the content, processes and controls for the SF FDSF Actuals reporting process.
Key areas of responsibilities include:
- Supporting sites &/or group functions with interpreting the requirements and population of the SF FDSF Actuals template
- Supporting sites &/or group functions with interpreting & fulfilling the requirements for other supporting SF 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
Main Challenges:
- Review FDSF data, such as MI reports and comparison against historical submissions, including using quarter-on-quarter analysis, variance analysis and other plausibility checks
- Validate the Reconciliations/Controls and Governance performed across all FDSF templates
- Perform inter-template reconciliations and present results
- Raise queries with template submitters, review responses and recommend changes
- Support Group Review & Challenge sign-off process
- Strong communication skills on a business and technical level.
- Review, challenge and refine the Basis of Preparation
- Analysis and interpreting complex stress testing data across multiple risk types
- Co-ordination of a wide ranging group of stakeholders from regions, lines of businesses and functions
Personal Skill Requirements:
- Excellent understanding of one or more of RWAs, Credit Metrics, Retail and/or Wholesale Risk, ALM
- 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 or Stress Testing
- Regulatory Reporting
- Structured Finance (Securitisation & Covered Bonds)
- Financial Services