Description:
The purpose of the role is to support the Risk Regulatory Coordination in complying with our prudential regulatory requirements. The role will support the oversight and governance of these requirements, working with the Risk stakeholders.
- Close and effective coordination with credit risk managers, QA, Model Owners and other key stakeholders on Basel IV and associated risk regulatory related work streams and initiatives.
- Central point of expertise and advice on upcoming Basel IV regulations; owning the interpretation of specific parts of the Prudential Rule book;
- Facilitating delivery of the regulatory book of work including model applications, responding to the regulatory queries ad-hoc submissions and review and challenge of regulatory requirements as part of the annual attestation.
- Facilitating horizon scanning, interpretation and implementation of emerging regulatory requirements, including IRB repair and Basel IV
Qualifications:
- Awareness of prudential regulations related to Credit Risk
- High level understanding of IRB model permissions
- Strong software skills including proficiency in the use of MS applications.
