01Requirements
Foundational understanding of Basel III / Basel IV regulatory capital frameworks, including EAD, RWA, netting, collateral, and regulatory add-ons.
Working knowledge of Counterparty Credit Risk (CCR) methodologies (SA-CCR, FCCM) applied to derivatives and financing transactions.
Basic understanding of IRB and Standardized approaches for credit risk RWA, with awareness of securitization capital concepts (SEC-IRBA / SEC-SA).
Strong analytical, data reconciliation, and control mindset with close attention to audit-readiness and data integrity.
Ability to execute detailed recalculations, variance analyses, and clear documentation of regulatory outputs.
Excellent verbal and written communication skills to present findings to senior team members. .