Regulatory Reporting - Senior Assistant Manager

England, London, City of London
Bonus & Benefits
10 Sep 2021
17 Sep 2021
JN -082021-2957136
Holly Hatton
Job Title
Finance Analyst
Contract Type
Full Time
  • To be responsible for all matters concerning the regulatory reporting with specific focus on Market Risk and Credit Valuation Adjustment.
  • To provide advice and guidance to senior management and business lines on matters relating to the Bank's regulatory reporting and the impact of new business activities.

Client Details

An International mid tier North American Investment Bank, offices based in the City of London.


  • Prepare Market Risk (Interest Rate, Commodity and FX), CVA, Sovereign (C33) and PRA102 template for submission to the PRA/EBA
  • Principal subject matter expert for CRR and CRR2.
  • Perform the daily capital and Large Exposure reporting
  • Provide input in the FRTB implementation
  • Support on ICAAP preparation
  • Provide information for the Recovery and Resolution Plan.
  • Ensure that all MKR EUC's comply with the Bank's EUC standards.
  • Prepare the MIS for the monthly ALCO and quarterly Risk committee
  • Own the production of Pillar 3 Market Risk disclosures and assist with overall Pillar 3 disclosures production
  • Work on the data attestation for MKR, CVA and Sovereign returns
  • Provide technical guidance to Senior management and business lines on all regulatory matters relating to Market Risk
  • Analyze the impact of changes to PRA/ EBA rules and ensure that the EUC's, Procedures and Guidance documents are updated accordingly


  • Accounting Professional Qualification
  • COREP C22 and C18, Credit risk C07 and Large Exposure returns experience is a requirement for this role
  • Strong in depth technical experience in regulatory reporting working in an investment banking environment.
  • Good working knowledge of CRD IV and CRD V rules.
  • Knowledge of the regulatory reporting package OneSumX would be preferential.
  • Skilled in written and verbal communication.

Job Offer

Competitive Salary

Full benefits package - including non contributionary pension

25 Days annual leave

Dynamic working

Possible conversation to permanent role