Capital Reporting & Analytics Manager

This role will play a key part in calculating credit and market risk capital requirements, supporting Basel III Endgame readiness, automation initiatives, and regulatory change management efforts. A global financial institution is seeking an experienced regulatory capital professional to support Risk Weighted Asset (RWA) calculations, capital analytics, and regulatory capital reporting initiatives.

ABOUT THE ROLE

A global financial institution is seeking an experienced regulatory capital professional to support Risk Weighted Asset (RWA) calculations, capital analytics, and regulatory capital reporting initiatives. This role will play a key part in calculating credit and market risk capital requirements, supporting Basel III Endgame readiness, automation initiatives, and regulatory change management efforts.

The ideal candidate will bring hands-on experience with RWA calculations, Counterparty Credit Risk (CCR), SA-CCR, Market Risk, or FRTB within a banking or regulatory environment.

RESPONSIBILITIES

• Support the calculation and analysis of Risk Weighted Assets (RWA) across credit risk and market risk portfolios
• Calculate and validate quarterly regulatory capital metrics and capital ratios
• Perform analysis of Basel regulatory capital requirements and regulatory reporting impacts
• Support implementation and enhancement of capital calculation engines, automation initiatives, and reporting processes
• Participate in requirements gathering, testing, user acceptance testing, and validation of capital calculation methodologies
• Partner with technology teams on regulatory reporting and capital infrastructure initiatives
• Assess the impact of Basel III Endgame, SA-CCR, FRTB, and other regulatory developments on capital calculations
• Develop and maintain documentation, controls, governance procedures, and reporting frameworks
• Prepare metrics, reporting packages, exception monitoring, and impact assessments for management
• Identify opportunities for process improvements, automation, and enhanced regulatory compliance
• Collaborate with regulatory policy, finance, risk, and reporting teams on strategic capital initiatives

QUALIFICATIONS

• Bachelor's degree in Finance, Accounting, Economics, Mathematics, Risk Management, or related field
• 6+ years of experience in regulatory capital, RWA reporting, capital analytics, market risk, credit risk, or related banking functions
• Hands-on experience with Risk Weighted Asset (RWA) calculations required
• Strong knowledge of Counterparty Credit Risk (CCR), SA-CCR, derivatives exposure calculations, or exchange traded products preferred
• Experience with Market Risk capital calculations and FRTB is highly desirable
• Understanding of Basel capital regulations, Basel III Endgame, and U.S. Regulatory capital frameworks
• Experience supporting regulatory reporting, capital planning, CCAR, or capital transformation initiatives preferred
• Advanced Excel skills and strong quantitative analytical capabilities
• Experience with regulatory reporting automation, testing, controls, and governance processes
• Ability to manage multiple projects and work effectively across finance, risk, technology, and regulatory stakeholders
• Big 4 / Big 8 advisory professionals with banking regulatory capital experience or candidates with direct banking capital reporting experience are encouraged to apply
• Strong communication, documentation, and project management skills required