You will join us as a RWA Measurement, Validation and Reporting specialist on the BMR Function. You will manage the expectations from the sending location on overall delivery and in terms of timelines, quality and efficiency. You will re-perform/review RWA calculations and analyze the movements%26#39; month over month and day on day and provide commentary. Liaise with the Regional Regulatory teams in APAC, UK and US on an ongoing basis where applicable. You will also need to get an outstanding understanding of B3 rules on RWA and how the rules are applied to production. Understand the business reason on why a manual calculation is needed and why the underlying data is not flowing through infrastructure automatically. Be the primary contact for audit and front office queries. Develop and streamline processes and procedures of exposure categories across both regulatory regimes %26ndash; PRA/FINMA/IHC. Review the work performed by the team and have a thorough understanding of the templates / calculations performed. Provide documentation on the template procedures quarterly. Provide sufficient supporting documentation to support compliance requirements. Coordinate with the Regional Regulatory teams, LEC, PC on an ongoing basis. Finally, work on special projects which enhance data quality and system new functionality and performance.
Your future colleagues
You join the BMR team within Credit Suisse Treasury, which is responsible for all RWA and Capital reporting to internal and external business partners including the main regulators FINMA, IHC, PRA, Central Bank of Ireland (CBI) and CNMV. The team is dedicated, results oriented, hardworking, proactive, collaborative, and forward looking. We deliver accurate, complete and timely reports to global regulators that involve reporting of IB products for the Investment Bank.
The department values Diversity and Inclusion (D&I) and is committed to realizing the firm D&I ambition which is an integral part of our global cultural values
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