2025-01-23 11:16:08

Analitikas

Artea, UAB
3500 - 5000 €/mėn. Prieš mokesčius

Darbo aprašymas

We are looking for a Senior Capital and Regulatory Analyst to join our Finance team. You will own the Bank's capital adequacy methodology, participate in capital planning and monitoring, and support capital-related projects and balance sheet optimisation initiatives.

What you'll do

  • Draft, maintain and improve the Bank's capital adequacy methodology documentation, covering credit risk (SA and IRB approaches), market risk,operational risk and Pillar 2 capital requirements under CRR/CRD and EBA technical standards.
  • Support COREP regulatory reporting team ensuring accuracy and compliance with EBA ITS requirements.
  • Participate in capital planning and monitoring: maintain forward-looking capital projections under base and stress scenarios, track RWA movements by portfolio, and prepare capital adequacy analysis for ALCO and Management Board.
  • Support capital-related projects and CRR eligibility assessments for new products and transactions.
  • Analyse RWA drivers, identify optimisation opportunities, and provide analytical input to business decisions that have material capital implications.
  • Contribute to ICAAP, including Pillar 2 capital requirement quantification and stress testing inputs.
  • As a secondary focus, support IRRBB and CSRBB measurement, reporting and methodology, contributing to the broader Treasury and risk analytics framework.
  • Collaborate with Treasury, Finance, Risk and IT to improve capital reporting processes, data quality and automation.

Reikalavimai

  • 5+ years of experience in capital adequacy, regulatory reporting or financial risk within a bank or financial institution.
  • Deep knowledge of CRR/CRD capital framework: own funds, RWA calculation methodologies, Pillar 1 and Pillar 2 requirements, and COREP reportingstandards.
  • Demonstrated experience drafting or maintaining capital methodology documents or regulatory reporting procedures.
  • Strong analytical skills and ability to translate regulatory requirements into practical internal frameworks.
  • Experience preparing materials for senior management, ALCO or regulators.
  • Data management skills.
  • Excellent English communication skills – written and verbal.

Nice to have

  • Knowledge of IRRBB, CSRBB or ICAAP/ILAAP frameworks.
  • Familiarity with EBA reporting tools, XBRL taxonomy.
  • Experience interacting with supervisory authorities.

Įmonė siūlo

  • A role with direct influence over the Bank's capital strategy and regulatory standing.
  • Ownership of the capital adequacy methodology and COREP reporting framework.
  • Exposure to complex capital transactions and balance sheet optimisation projects.
  • Competitive compensation, flexibility and strong career development opportunities within a growing institution.
  • A comprehensive benefits package. Including private health insurance, a pension contribution programme, additional vacation days, flexible working hours, a modern working environment and many other employee benefits

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