Senior SVP, Retail Exposures Capital Interpretatio job in New York City, NY| Recruit Arrow
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Senior SVP, Retail Exposures Capital Interpretatio
Location : New York, New York City
Refer job # MBIM338852
Job Responsibilities and Requirements: This role will offer significant exposure to senior management and will partner extensively with colleagues across risk, finance, and line of business functions. The role will also involve significant direct interaction with the regulators as well as industry advocacy groups. Excellent interpersonal skills are required given the high level of interaction with senior members, as well as the ability to work under pressure to meet tight deadlines. The candidate will be responsible for Interpretation and application of regulatory rules (e.g. Basel III SA, SLE, GSIB, Stress Testing) and assessing its impacts to proposed and existing transactions and product programs for Retail Credit risk Partnering with Risk Management, Accounting Policy and other control functions, understanding the deal structure and advising business on various Capital impacts (e.g. RWA, GSIB, SLE) for Retail Credit risk exposures Contribute to the creation of Senior Management-ready materials, particularly CCAR presentations to Lines of Businesses, Independent Risk Management, Finance and Regulators Work across various Global Consumer Bank Businesses and control functions to drive change and influence risk and regulatory outcomes Review Retail risk exposure calculations and forecasts for Basel, SLE, GSIB, CCAR and internal planning requirements. Understand the linkages and interconnectivity between various components of TCE (Tangible Common Equity) and how the Capital rules impacts them Develop a strong working relationship with FP&A, GCB Businesses, Audit and Independent risk and other counterparts across the organization Engage with Regulators and industry groups for advocacy and regulatory compliance Comprehensive understanding of Basel rules (e.g. US, CRD4, GSIB, SLE) specifically for Retail Basel (BCBS Revised Framework for International Convergence of Capital Measurement and Capital Standards)- AIRB & Standardized approaches, and related publications Calculating RWA and SLE for Retail exposures using Basel III Advanced and Standardized approaches Good understanding of principles of accounting for (bank) credit assets, capital and ALLL/LLR Ability to independently and effectively work across all levels of management and across functions including navigating through organizational complexity and demonstrate organizational savviness Ability to manage multiple priorities and tasks, work well as part of a team, and exhibit strong people and influencing skills Expertise in CCAR clearly a plus, but if not, sufficient knowledge in a similar stress testing regime or proven ability to quickly come up to speed in managing a complex financial reporting process of comparable in complexity to CCAR Strong attention to detail, willingness to roll up sleeves and produce a polished, high quality, accurate product; tireless work ethic with ability to work well under pressure Solid Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS Excel and Access (or other database front end query applications). Good understanding of regulatory capital computation and reporting requirements (Basel, FFIEC 101) Good understanding of requirements relating to FRB (e.g. FR Y-14Q, FR Y-14A) Good understanding of requirements relating to other regulatory reporting forms bearing relevance to retail banking exposures (FR Y-9C, FFIEC-031, FFIEC-101) 5 - 10 years experience in related field.
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