Regulatory Capital Senior Manager

Experteer Overview

The position involves implementing stress tests and scenario analyses, and supporting IT framework design for RWA reporting. You will collaborate with risk, finance, IT, and regulators to ensure accurate capital calculations and transparent management reporting.

• Explain model drivers and IT solutions affecting Regulatory Capital calculations
• Provide portfolio analyses for stakeholders from a Risk Weighted Assets perspective
• Prepare reports and ad hoc requests for Senior Management and regulator interactions
• Address regulatory requests and participate in inspections and Internal Validation
• Implement stress testing for Regulatory RWA and scenario analysis
• Attend internal and external audits and liaise with Internal Validation and risk/finance teams

• +5 years experience in portfolio management, credit risk management or related topics on the engineering side
• Data analysis experience with large datasets
• Proficiency in Python, R, SAS and MS Office
• Strong communication skills and stakeholder interaction across bank areas

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