Role details

Vice President - Basel III

New York   •  Permanent

Bullet points

  • An exciting opportunity to join an established organisation
  • Vice President - US Biii Implementation

About Our Client

Leading foreign investment bank.

Job Description

Responsibilities:

  1. US Basel III Pro-forma Calculation
  • Analyze US Basel III and US Basel III Standardized Approach requirements
  • Perform pro-forma estimates based on current IHC exposure
  • Document key assumptions
  1. US Basel III Calculator Development
  • Review high level US Basel III Pro-forma calculation identifying data gaps and potential required changes to existing data hierarchies
  • Develop business requirements documents to build a Basel III calculation tool
  • Develop technical requirements document based on approved business requirements
  1. DTA/DTL Process
  • Analyze Basel I and US Basel III rules on DTA/DTL calculation towards regulatory capital
  • Identify input and output requirements for DTA/DTL calculation
  1. Capital Supply & Leverage Ratio Calculation
  • Assist in driving remediation program designed to address gaps highlighted during EY engagement relating to such things as:
  • Capital instrument eligibility
  • Investments in capital of unconsolidated financial institutions
  • Transition provisions relating to certain US GAPP Equity and other capital instruments (eg AOCI)

The Successful Applicant

Education:

Bachelor of Science degree in Finance or Accounting or similar; MBA degree beneficial

Experience:

  • Subject matter expertise in all Basel frameworks, particularly as it relates to US Biii
  • Thorough understanding of key differences between CRD4 & US Biii
  • Solid knowledge of general banking and broker-dealer regulation
  • Solid knowledge of banking products including complex investment products and a solid understanding of accounting principles
  • Previous CCAR/DFAST experience would be beneficial

What's on Offer

Competitive salary and bonus structure

Apply for this job

Click the Apply or LinkedIn button below or contact Rosie Hamilton quoting job reference 1190461
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