Beschreibung
Task:- Aalysis and validation of the proper calculation of group credit RWA according to Basle 2 regulations.
- From the analyses, you derive binding recommendations to group entities as well as initiate and monitor
corrective actions
- Completion and documentation of the stock taking of existing processes including the delivery of
necessary inputs to the calculation. Verification of the compliance with Basle 2 eligibility requirements
and issuance of additional guidance if required.
- Month-over-month analysis of group RWA results deviations from a regulatory compliance perspective.
Implementation of additional points of control if necessary
- Extensive cooperation and communication with internal and external units involved in the RWA
management process
- Lead and participatation in working groups related to credit RWA control and validation
Requirements (Must have):
- Knowledge of Basel II framework or the willingness to learn about details and application within the
bank?s RWA process; sound experience in banking and risk management areas
- Interest in understanding complex data structures and process; Experience in process monitoring and
auditing is of advantage
- Attention to detail and interest in working with data and IT related issues
- Ability to work across diverse cultural backgrounds
- Knowledge of SAS and SQL is of advantage
- Excellent written English. Knowledge of German and/or CEE languages of advantage
Environment/Miscellaneous:
"Enterprise-wide Risk Management" is part of the Department "Group Enterprise-wide Risk Management and Reporting" hich belongs to Group Strategic Risk Management.
Enterprise-wide Risk Management's main tasks are group risk assessment throughout all risk types (risk and portfolio analytics, ICAAP process, stress testing and risk modelling), group risk-based steering (capital allocation, group?s risk planning process and group risk policy framework). Another task is the management of RWA aiming for optimised application of the Basel framework
Beginn: 15.01.2013
Dauer: 6 Monate +
Branche: Bank/Finanzen