Maintain up-to-date knowledge of regulatory guidance on CCR and CVA capital, ensuring effective interpretation and implementation across capital process, reporting, controls, and stakeholder communication.
Conduct quantitative and technical reviews of the capital processes, including implementation and enhancement of end-to-end workflows, applying statistical/mathematical tests, developing new techniques, and coding to assess model performance- while ensuring compliance with internal policies regulatory requirements.
Report CCR and CVA capital timely with quality, ensuring completeness, accuracy, and consistency.
Deliver ad-hoc capital analysis and collaborate with business lines and financial key stakeholder to support understanding of CCR/CVA) capital calculations.
Develop and implement Power BI analytics dashboards for CCR/CVA capital reporting, enabling drill-down analysis...