Senior Capital and Regulatory Analyst

• 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.

• 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.

• 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.