Lead Analyst - Large Exposure Reporting

Key Responsibilities: • Lead business analysis efforts for Pillar 3 disclosures, Large Exposure Reporting, and stress testing initiatives. • Map out and document business processes, identifying areas for improvement and defining business and automated control requirements. • Analyze and interpret regulatory requirements, particularly PRA CRR and related frameworks, and translate them into actionable business solutions. • Perform data analysis on enterprise-sized databases using SQL and/or Python to ensure data integrity and support reporting requirements. • Collaborate with stakeholders to define and implement counterparty credit risk and capital requirements solutions. • Ensure effective implementation of credit risk mitigation techniques, including collateral haircuts and indirect exposure management. • Support Agile project delivery through backlog refinement, user story creation, and stakeholder engagement. • Drive the adoption of best practices in regulatory reporting, ensuring compliance with standards such as SA-CCR and stress testing methodologies. Required Skills and Experience: • Proven experience in COREP reporting, including Large Exposure Reporting and Pillar 3 disclosures. • Hands-on experience with stress testing frameworks and processes (STDF) • Strong knowledge of PRA CRR regulations and capital requirements. • Expertise in data analysis using tools such as SQL and Python. • Wholesale banking exposure, with a focus on counterparty credit risk. • Familiarity with counterparty data structures, entity resolution, and data aggregation techniques. • Knowledge of credit risk mitigation methods, including collateral haircuts and indirect exposures. • Experience with the Standardised Approach for Counterparty Credit Risk (SA-CCR). • Agile project delivery experience, including working within cross-functional teams.