VP, Regulatory Capital Reporting (AIRB) | Contract | Bank

About the Role

We are seeking an experienced VP, Regulatory Capital Reporting (AIRB) to join our client’s Regulatory Reporting team. This role will be responsible for the end-to-end delivery of Advanced Internal Ratings-Based (AIRB) regulatory capital reporting, ensuring reporting accuracy, robust governance, and compliance with regulatory requirements.

The successful candidate will play a key role in driving automation, strengthening controls, improving data quality, and enhancing transparency across the regulatory reporting lifecycle. Working closely with Risk Modelling, Treasury, Finance, Data Management, and Technology teams, you will support the delivery of critical regulatory capital metrics while contributing to reporting transformation initiatives.

Key Responsibilities

Regulatory Capital Reporting

• Produce and review AIRB regulatory capital reports and disclosures, ensuring completeness, accuracy, and timely submission.
• Support the calculation, validation, and reporting of key regulatory capital metrics, including Risk-Weighted Assets (RWA), Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Expected Loss (EL), and capital requirements.
• Interpret regulatory requirements and translate them into reporting logic, business rules, validation controls, and operational processes.
• Perform reconciliations, variance analysis, investigations, and data quality reviews to ensure reporting integrity.
• Analyze movements in AIRB capital measures and provide meaningful commentary and explanations to stakeholders.
• Ensure reporting processes comply with internal governance standards and regulatory expectations.

Data Management, Controls & Governance

• Maintain comprehensive process documentation, including methodologies, assumptions, data lineage, data flows, control frameworks, and operating procedures.
• Work closely with Data Owners, Risk teams, and Model Owners to ensure regulatory reporting inputs are complete and accurate for regulatory reporting purposes.
• Develop and enhance reporting controls, validation checks, exception management processes, and governance frameworks.
• Support audit reviews, regulatory inspections, and governance activities related to regulatory capital reporting.

Automation & Reporting Transformation

• Drive continuous improvement initiatives to enhance reporting efficiency, reduce operational risk, and minimize manual intervention.
• Design and implement automation solutions for data extraction, preparation, validation, reconciliation, and report generation processes.
• Develop and maintain scalable reporting workflows and data pipelines using SQL, Python, Alteryx, and related technologies.
• Identify opportunities to improve data quality, process transparency, and operational effectiveness through automation and data-driven solutions.
• Collaborate with technology and data teams to implement strategic reporting enhancements.

Stakeholder Management

• Partner with Risk Modelling, Treasury, Finance, Data Management, Technology, and Regulatory Reporting teams to ensure alignment on AIRB reporting deliverables.
• Coordinate dependencies and deliverables across multiple functions to meet regulatory reporting deadlines.
• Communicate reporting outcomes, key trends, emerging risks, and reporting issues to senior stakeholders.
• Present complex regulatory capital concepts and reporting results in a clear and concise manner for both technical and non-technical audiences.
• Support strategic initiatives related to Basel reforms, capital management, reporting transformation, and regulatory change.

Requirements

• Bachelor's Degree in Finance, Accountancy, Risk Management, Business, Economics, Mathematics, Statistics, or a related discipline.
• Professional qualifications such as CA, CPA, CFA, FRM, or equivalent is good to have.
• Minimum 6 to 10 years of experience in Regulatory Reporting, Regulatory Capital Reporting, Basel Reporting, Credit Risk Reporting, Risk Analytics, or related banking functions.
• Good understanding of AIRB regulatory capital frameworks and Basel capital requirements.
• Knowledge of credit risk capital concepts including:
  • Probability of Default (PD)
  • Loss Given Default (LGD)
  • Exposure at Default (EAD)
  • Risk Weighted Assets (RWA)
  • Expected Loss (EL)
  • Credit Risk Mitigation (CRM)
• Familiarity with MAS Notice 637 and regulatory capital requirements.
• Understanding of banking products, balance sheet concepts, and risk management principles.
• Advanced SQL skills with experience handling large and complex risk or regulatory datasets.
• Experience in data analysis, reconciliation, and reporting automation initiatives.
• Proficiency in Excel for reporting, analysis, validation, and reconciliation activities.
• Exposure to Python, Alteryx, Power BI, or other data analytics and automation tools will be good to have.