Finance-Vice President, Basel Measurement & Reporting
Credit Suisse
Morrisville, NC
Full-time
Finance
Posted on November 15, 2020
FINANCE-VICE PRESIDENT, BASEL MEASUREMENT & REPORTING (Morrisville, NC): Apply knowledge of Basel measurement & reporting to compute & report the Bank's capital ratios, including the production of Risk Weighted Assets (RWAs), eligible capital, & leverage ratio add-ons in accordance with Basel regulations. Assess the operational & capital impact of new businesses & other capital transactions under U.S. & FINMA Basel rules. Liaise with the Bank's Front Office, Risk Managers, & Business Chief Operating Officers on the impact of new trades & RWA optimization initiatives. Explain monthly movements through business, attribute, & methodology changes. Conduct deep-dive analysis on the identification of data sources, parameters, methodology treatments, & control issues. Support internal & external audit reviews & ad hoc queries related to transactions. Conduct stress testing of RWA including variance analysis under various internal & regulator provided stress scenarios. Collaborate with the Change team to develop automated calculations & reporting in compliance with regulatory capital requirements of Intermediate Holding Companies (IHCs). Req's Bachelor's degr plus 5 yrs exp or, in the alternative, 7 yrs exp.Please forward your resume to Credit Suisse, P.O. Box MT-CS-11, 10 Rockefeller Plaza, Suite 1016, New York, NY 10020. No phone calls