ASSOCIATE VICE PRESIDENT - CAPITAL ANALYTICS
- Bangalore, Karnataka
- Permanent
- Full-time
- Manage end-to-end forecasting of Risk Weighted Assets / capital. This covers forecasting of Risk weighted assets (Credit risk, Market risk, Operational risk) and hence very detailed understanding of these is a must
- Explain movements in RWA via various drivers like Credit grade, FX moves, initiatives and linking them back to asset movements.
- Understanding components of Capital - CET1, T1, MREL, TLAC along with metrics like double leverage, CET1 and leverage ratios
- Continuous tracking of Capital capacity available (headroom) and set guardrails for businesses to ensure they don't overshoot the capacity (which leads to breach of metrics).
- Understanding why forecast vs actuals have landed differently on capital elements (RWA and Leverage exposure)and get a detailed explain and action plan for mis-forecasting
- Able to articulate how buy-back decisions and several other capital decisions impact the metrics and also ability of the business to grow.
- Manage Capital+, MREL submissions to regulator (PRA, EBA) from a forecasting perspective
- Manage BCBS governance on capital forecasting - explain to treasurer on how we have improved across various BCBS forecasting elements
- 10+ years of experience across Capital analytics (RWA and Leverage
- Experience in Banking industry only (Other industries are not preferred)
- Very Strong communication skills (Absolute must) as this involves clear and succinct explain to very senior people across bank
- Team management - 5-6 people