Credit Risk Capital Analyst

Overview

The role will be a member of the team primarily focused on the preparation, analysis, and submission of regulatory returns relating to credit risk-weighted assets (RWAs). The successful candidate assists in ensuring accuracy, compliance with applicable prudential regulations, timely reporting to regulators and internal stakeholders.

Responsibilities

• Prepare, validate, and submit regulatory returns and disclosures relating to credit risk-weighted assets as prescribed in the Regulations Relating to Banks (BA200, BA210, BA220 as well as input to BA 700, BA600 and other related returns).
• Ensure returns are produced accurately, completely, and within regulatory deadlines.
• With the assistance of relevant technology teams, actively automate existing reporting and data quality dashboards that can be used to efficiently report on RWA movements and any emerging data quality concerns.
• Perform detailed analysis of RWA movements and drivers, providing commentary to respective business unit representatives, senior management and regulators.
• Partner with Finance, Risk, and Technology teams to develop, enhance and maintain a comprehensive data quality assurance process that provides comfort data feeding into returns is accurate, consistent, and complete.
• Support the interpretation and implementation of evolving credit risk capital rules (Basel 3) by staying up to date with latest developments and advising respective business units on impacts.
• Assist with reconciliations between regulatory returns, finance ledgers, and risk systems.
• Maintain detailed process documentation that supports the bank's business continuity goals, and which formalise a strong control environment.
• Contribute to engagements with Risk Management, Treasury, and Finance teams to provide insight into credit capital usage and optimisation opportunities.
• Support internal and external audits, regulatory queries, and ad hoc management requests.
• Contribute to regulatory change initiatives and system / process enhancements impacting credit capital reporting through the confirmation of detailed business requirements and comprehensive implementation testing.

Qualifications, Experience and Skills

Investec Culture

At Investec we look for intelligent, energetic people filled with passion, integrity and curiosity. We value individuals who in turn value our culture that is, a flexible attitude comfortable to live with ambiguity and willing to challenge the status quo. Diversity, talent and leadership are respected in pursuit of the growth of our business. People who can manage themselves and build strong relationships in order to get things done, will perform in out of the ordinary ways in our environment.

We are committed to diversity and inclusion when recruiting internally and externally.

#J-18808-Ljbffr