Structured Finance Regulatory Capital Expert

Structured Finance Regulatory Capital Expert

Finalyse Group

Brussels, Belgium

Responsibilities

• Acting as subject matter expert, business or functional consultant in the regulatory frameworks surrounding Structured Finance products, especially in Basel regulations or Europe-specific CRR.
• Applying Basel/CRR credit & market risk regulations to complex Structured Finance portfolios, and implementing them in existing/new capital calculations and reporting solutions.
• Liaising with different business stakeholders and the technical teams.
• Enhancing or update risk management policies & procedures.
• Participating to the development and implementation of various credit & market risk models, tools or solutions.
• Developing & automating the production of risk & regulatory reporting.

In addition to this role, you may be expected to:

• Build and maintain close relationships with our clients.
• Participate in business development initiatives and internal projects.
• Raise and market the Finalyse image in the financial industry through publications in our Regbrief, participate in external conferences or networking events.

Must-have requirements

• Master’s Degree in econometrics, physics, mathematics, computer sciences or applied economics.
• At least 3-5 years of experience in the banking sector and good understanding of regulatory capital rules.
• Strong affinity with investment banking products, including but not limited to Structured Products, Securitizations and Derivative contracts.
• Relevant regulatory knowledge (Basel III, BCBS239, CRR/CRD, TRIM, IFRS9).
• Proven experience with complex regulatory topics of SA-CCR, Securitizations, and/or CVA calculations, in terms of both calculation and reporting requirements.
• Familiarity with analytical software such as SAS, R, Python, etc.
• Good communication, writing and presentation skills with the ability to explain sophisticated issues in a simple but professional way.
• Fluency (both verbal and written) and good presentation skills in English.

Nice-to-have requirements:

• An advanced degree in finance and/or a certification like FRM or PRM is a distinct advantage.
• Relevant consulting experience in the financial industry is a plus.
• French or Dutch language skills.

Apply Now