Exp. Spec.Regulatory Reporting #220058

Your field of responsibility

Basel Measurement & Reporting (BMR) is a group-wide function involving production and reporting of regulatory capital, large exposures and leverage ratio calculations across business areas and legal entities. The team is responsible for measuring and reporting the Leverage exposures (LVE) for Pillar 1 and Pillar 3 to FINMA. In addition, the team is also responsible for reporting the Balance Sheet MIS (both assets and liabilities) for internal management purposes as well.

The role entails being a subject matter authority on FINMA Leverage rules and Balance Sheet analytics for Credit Suisse Group and its other entities. This role will also support internal reporting to various partner groups. The role will require production and preparation of various key regulatory and internal management reports used by the business teams and senior management based out of the Americas. In addition, performing in-depth analysis on Group & Parent LVE results and corresponding variance analysis to support Americas regional business, capital management teams, CRO, QAT, and various other partners throughout the firm. The role requires commanding knowledge on capital reporting including understanding of calculation engines and processes. The role provides an excellent platform to handle production and reporting processes, partner management, problem-solving, decision making and creative thinking. In specific you will also be encouraged to:

• Produce and finalize the daily and monthly Balance Sheet MIS and LVE Reporting across different products and divisions of the bank. The key focus is to develop and maintain governance and controls over the liability reporting framework across the FINMA reporting entities.
• Proactively liaise with key business and treasury contacts on their respective portfolios and communicate their divisional performance in comparison to business limits set.
• Present BS MIS summary to regional senior management on a periodic basis along with relevant variance analysis. Develop and improve the segmental view of liability reporting in line with the expectations of the ALM and financial planning teams.
• Have in-depth knowledge of funding structure of the firm across entities and update issuances in the relevant reports on a timely and accurate basis.
• Manage and support the self-assessment exercise to ensure reported LVE & capital numbers are as per prescribed regulatory guidance, and to proactively work towards closure of any identified compliance gaps.
• Participate in ongoing process improvements, optimization and rationalization efforts related to MIS & regulatory LVE reporting. Participate, design and own multiple control assessments and ensure controls are appropriately documented
• Support internal and external regulatory reviews and ad hoc queries from senior management or front office.
• Actively and independently liaise with external and internal auditors. Proactively participate in self-assessment programs
• Have a strong understanding of calculation engine and reporting systems, lead UAT and production testing for all enhancements to the capital reporting infrastructure
• Partner with key collaborators and develop key relationships with front office teams. Coordinate across BMR product teams to analyze and provide commentary for business variances to senior management
• Liaise with the regulatory assurance teams and keep up to date with regulatory developments related to capital adequacy norms. Apply a deep understanding of regulatory guidelines and main measurements to determine their potential impact on LVE numbers and related regulatory reports.
• Interact and partner with senior resources in finance, change, IT, risk, and other related areas to obtain, understand and analyze information in relation to Basel guidelines on regulatory capital and LVE.

Your future colleagues

Join the BMR team within Credit Suisse Treasury, which is responsible for all LVE and Capital reporting to internal and external business partners including the main regulators FINMA, IHC, PRA, Central Bank of Ireland (CBI) and CNMV. We deliver accurate, complete, and timely reports to global regulators that involve reporting of IB products for the Investment Bank. We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global cultural values.

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