The Credit & Regulatory Reporting team is responsible for calculating and analyzing Credit Risk RWA and producing key regulatory reports that support the Group’s Basel solvency ratio, Pillar 3 disclosures, and various data quality and process‑improvement initiatives.
Main Tasks
Collect, validate and integrate data related to Credit Risk, Counterparty Risk and Securitisation into the reporting system (ARC) on a quarterly basis, for several sub‑consolidated scopes.
Coordinate and collaborate with the various stakeholders involved throughout the process.
Support the organization and preparation of senior management committees and meetings for the validation of regulatory reports.
Contribute to projects related to regulatory changes, reporting developments, process improvements, regulators’ requests, IT enhancements and data‑sourcing evolutions.
Produce several sub‑consolidated reports, including COREP Own Funds, Large Exposures, Leverage Ratio and FRTB.
Provide support in the preparation and delivery of regulatory reporting.