We are seeking an experienced professional to take on a key role in AIRB capital reporting, regulatory governance and reporting transformation. This position offers the opportunity to combine in-depth credit risk and regulatory reporting expertise with data analytics and automation to enhance the accuracy, transparency and efficiency of the bank’s capital reporting framework.
Working closely with Risk Modelling, Treasury and Data stakeholders, you will play an instrumental role in strengthening reporting controls, streamlining end-to-end processes and translating complex regulatory requirements into robust, sustainable reporting solutions.
Key Responsibilities
AIRB Capital Reporting & Regulatory Compliance
- Lead the preparation, review and delivery of Basel regulatory reports and disclosures relating to the Advanced Internal Ratings-Based (AIRB) approach, covering RWA, PD, LGD, EAD, expected loss and capital requirements.
- Interpret MAS Notice 637 and translate regulatory requirements into reporting methodologies, data rules and effective control mechanisms.
- Ensure regulatory submissions are accurate, complete, consistent and delivered within stipulated timelines.
- Analyse reporting movements, investigate variances and provide meaningful insights into capital trends and emerging risks.
Automation & Reporting Transformation
- Drive initiatives to streamline and automate end-to-end reporting processes, including data preparation, validation, reconciliation, exception management and report generation.
- Develop and enhance automated reporting workflows and repeatable data pipelines using tools such as SQL, Python and Alteryx.
- Identify opportunities to eliminate manual processes, improve data integrity and strengthen the overall control environment.
- Establish clear process documentation covering data lineage, reporting assumptions, methodologies and key controls to support transparency, governance and auditability.
Stakeholder Engagement & Governance
- Collaborate with Risk Modelling, Model Owners, Data Owners, Treasury and other stakeholders to ensure AIRB data inputs are reliable, appropriately governed and fit for regulatory reporting.
- Communicate complex capital reporting concepts and outcomes clearly to senior stakeholders, supported by concise analysis and commentary.
- Coordinate cross-functional deliverables, resolve data and reporting issues, and manage dependencies to ensure timely regulatory submissions.
- Champion continuous improvement in reporting standards, operational resilience and risk management.
Requirements
- Degree or professional qualification in Accounting, Finance, Risk Management or a related discipline.
- Relevant experience in banking regulatory reporting, credit risk, capital reporting or a closely related function.
- Sound understanding of the AIRB framework and capital calculations, including PD, LGD, EAD, credit risk mitigation and RWA.
- Familiarity with MAS Notice 637 and Basel regulatory reporting requirements.
- Advanced SQL skills and experience handling large, granular datasets; proficiency in Python or Alteryx would be advantageous.
- Good understanding of banking products, accounting principles and balance sheet fundamentals.
- Strong analytical skills, attention to detail and the ability to investigate complex data issues and derive actionable insights.
- Excellent communication, stakeholder management and organisational skills, with the ability to manage competing priorities and regulatory deadlines.
Technical Skills
- SQL: Advanced querying, data extraction and validation.
- Python / Alteryx: Experience in automation, data processing and workflow optimisation is an advantage.
- Excel: Strong analytical and reconciliation capabilities, with an emphasis on developing scalable, automated solutions over manual spreadsheet-based processes.
Company Reg No.: 201131609D | License No.: 24S2411 | Reg No:R21102223 | Goh Choon Mui