Risk Reporting Analyst at Investec

Description

The functions that will be performed as part of this role include Credit Risk Reporting:

• Design and compilation of monthly senior management credit packs and dashboards including analysis of movements from period to period and relevant commentary
• Design and compilation of year-end and half yearly risk information for external disclosures - AFS Annual Financial Statements
• Coordinate risk information for rating agency reviews
• Month-end data reconciliation
• Credit packs completeness checks including the analysis of risk appetite portfolios, asset quality, credit rating models, counterparty credit risk and large exposures
• Ad-hoc schedules and dashboards

Key Responsibilities

The successful candidate will be involved in Credit Risk Data including:

• Data analysis and extraction
• Understanding of data structures and flows
• Extracting and analysing large volumes of data
• Investigate & resolve (thematic) issues in collaboration with accountants and Risk IT
• Reporting data enhancements
• Incorporate AIRB PD, LGD & EAD measures into existing credit data and processes
• Incorporate Regulatory Capital information alongside credit data
• Coordination with business area, credit decision, credit quant and credit ops with regards to credit data & operations impact of new projects and initiatives
• Participation in the technology application development lifecycle. or changes that will impact on credit data

 This may include the following aspects;

• Interaction with the Business Analysts to ensure that the requirements have been fully understood and documented
• Preparation of test cases and test packs to be used to validate the changes that have been made
• Testing and sign-off prior to go live

Qualifications, Experience and Skills

• Credit Risk analysis and reporting experience including Advanced Internal Rating Based (AIRB) and IFRS9
• Knowledge and exposure to business intelligence/management information technology solutions
• A finance/credit related qualification will be advantageous