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;
• Building and maintaining close relationships with clients;
• Participating in business development initiatives and internal projects;
• Raising and promoting the company’s image in the financial industry through publications in the Regbrief and participation in external conferences and networking events.

REQUIREMENTS

• Master’s degree in econometrics, physics, mathematics, computer sciences or applied economics;
• An advanced degree in finance and/or a certification like FRM or PRM is a distinct advantage;
• At least 3-5 years of experience in the banking sector and good understanding of regulatory capital rules;
• Relevant consulting experience in the financial industry is a plus;
• 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;
• French or Dutch language skills.