Credit Risk Pillar 1 Regu...
Pwc, City of Westminster
- Full time
- Permanent
Apply on company site
Credit Risk Pillar 1 Regu...
Pwc, City of Westminster
- Full time
- Permanent
Apply on company site
Senior Cost Manager - Hea...
Turner Townsend, City of Westminster
- Full time
- Permanent
Apply on company site
Planning Manager
Balfour Beatty PLC, Grays, Thurrock
- Full time
- Permanent
Apply on company site
Vacancy details
Thames Water Utilities Limited, North Southwark, Southwark
- Full time
- Temporary
Apply on company site
Transformation Manager
Bupa, City of Westminster
- Full time
- Permanent
Apply on company site
Senior Transformation Man...
Bupa, City of Westminster
- Full time
- Permanent
Apply on company site
Business Change and Trans...
AtkinsRéalis, City of Westminster
- Full time
- Permanent
Apply on company site
Planner / Sr. Planner / A...
AtkinsRéalis, City of Westminster
- Full time
- Permanent
Apply on company site
Group PMO Lead
Bupa, City of Westminster
- Full time
- Temporary
Apply on company site
Program / Transformation ...
Wolters Kluwer, Poplar, Greater London
- Full time
- Permanent
Apply on company site
Risk and Assurance Direct...
The Crown Estate, St James, City of Westminster
- Full time
- Permanent
Apply on company site
Data Centre PMO Manager
All Locations, Sevenoaks
- Full time
- Temporary
Apply on company site
Operations Due Diligence ...
Ernst & Young, The Borough, Southwark
- Full time
- Permanent
Apply on company site
AI Solution Business Anal...
Macquarie Group Limited, City of Westminster
- Full time
- Permanent
Apply on company site
Counterparty Credit Risk ...
Emagine Consulting, City of Westminster
- Full time
- Permanent
Apply on company site
ESG Consultant - Climate ...
Ricardo plc, City of Westminster
- Full time
- Permanent
Apply on company site
Insight Business Partner ...
Sainsbury’s Group, City of Westminster
- Full time
- Permanent
Apply on company site
P6 Planner / Scheduler
Engenda Group Limited, City of Westminster
- Full time
- Temporary
Apply on company site
Energy Economist, Assista...
Ernst & Young, City of Westminster
- Full time
- Permanent
Apply on company site
Credit Risk Pillar 1 Regulatory Capital Senior Manager
Salary not available. View on company website.
Pwc, City of Westminster
- Onsite working
- Full time
- Permanent
Posted 5 days ago, 29 Jun
Job ref: 330fa2a4607144569cc59e0570d76851
Full Job Description
- We are part of a large credit risk assurance and advisory team within our market-leading Banking Prudential regulatory team. Our growth is underpinned by a strong market demand for credit risk management, regulatory compliance and model risk management services.
- The prudential regulatory credit risk requirements have, and continue to be, subject to significant reforms including Basel 3.1, the changes to the IRB requirements and the model risk management requirements. These developments have, and continue to, present challenges for firms both for ongoing compliance, and from a more strategic perspective. Firms need technical and practical advice and support on regulatory compliance, impact analysis and implementation including technology solutions, in addressing these challenges whilst meeting business-as-usual regulatory expectations.
- We are looking for candidates who have detailed regulatory technical knowledge and experience, including the associated technical rules and guidance, in Pillar 1 credit risk regulatory capital requirements under the Standardised and the IRB approaches. This includes technical knowledge of both the current and future Basel 3.1 requirements., As a Senior Manager, you'll work as part of a team with extensive consulting and industry experience, helping our clients solve their complex business issues from strategy, implementation of regulatory change, technology enablement, regulatory gap analysis, remediation of compliance gaps, and responding to regulatory developments. Specific responsibilities include but are not limited to:
- Being a member of, and leading teams on both large, complex and small engagements - working as part of a project team (where required at client sites) and day-to-day liaison with clients
- Identifying the impact of prudential regulatory change and supporting clients to adapt to the challenges a new regulatory landscape presents
- Supporting on the development of new technology solutions to calculate, optimise, implement and monitor the credit risk regulatory requirements
- Working on Pillar 1 credit risk projects including requirements under the current and Basel 3.1 standardised and IRB approaches including implementation, technology solutions, remediation, regulatory gap assessments, annual IRB self-assessments and regulatory reporting
- Preparing regulatory analysis and reports, supporting senior team members through the development of marketing and sales activities and relationship building and networking with clients and internally across PwC
- Providing input to the debate on development and application of regulation and participating in PwC's Thought Leadership
Knowledge and experience of at least one of retail, commercial, wholesale and/or investment banking sectors - Experience of problem solving and being able to implement and deliver solutions tailored to a client's needs
- Able to understand, interpret and communicate complex regulation
- Strong understanding of the end-to-end credit life cycle for retail and/or wholesale banks, associated policies, procedures, controls and governance. Specific to Pillar 1 credit risk requirements
- Strong understanding of regulatory requirements for IRB - knowledge of models is not essential but is considered beneficial
- Deep technical experience and expertise in existing and future regulation (i.e. Basel 3.1) in relation to credit risk and IRB
- Understanding of model risk management and model governance in the context of IRB models
- Understanding of the COREP and other PRA prudential regulatory reporting requirements and associated governance and controls frameworks (relating to credit risk), as applicable
- Experience with governance and risk management frameworks and systems and controls supporting prudential regulatory requirements
In order to be the leading professional services firm it's important we have the right values, culture and behaviours embedded throughout our organisation, so our work reflects our purpose and we can successfully deliver our strategy. Our values set the expectations for the way we interact with each other, our clients, and in the communities in which we operate. These values, and the behaviours that they require from us, are relevant to all our people regardless of grade. They support a culture that empowers our people to be the best they can be, through challenging experiences and encouraging our people to speak up to make the firm a better place. We want all our people to understand and embrace the culture and personally feel part of the legacy this will create for our future employees. We're a hugely diverse business, bound together by our purpose - to build trust in society and solve important problems for our clients and the communities in which we operate. We believe we can make the biggest impact when our purpose is embedded within everything we do.