SA-CCR Project Manager role includes managing the project (coordination of stakeholders, report to management, manage risks and issues and timetable), ensure appropriate governance, transparency and oversight and that the rationale, progress and decision making is robustly documented and evidenced to withstand regulatory scrutiny.
The role will also cover taking the direct responsibility in the implementation of the new system and its integration in our IT architecture: document business requirements for IT teams and be involved in the testing of these developments (therefore very strong knowledge of counterparty credit risk RW calculation is essential).
The role is mostly around system changes but will also require liaising with businesses to define and implement changes in the operating model.
Lead project to implement new SA-CCR calculation engine used by the bank.
Contribute to definition and implementation of a robust change framework and a production support model in liaison with IT departments.
SA-CCR Project Manager Knowledge
Experience working as a Project Manager within Counterparty Credit Risk.
Experience of delivering SA-CCR projects.
Strong counterparty credit risk knowledge, thorough understanding of data requirements and capital calculation.
Product Knowledge (derivatives) gained through working in the banking sector
Experience in producing business requirements in liaison with Regulatory reporting teams.
Act as consultant to the Business for all tasks related to Finance Regulatory Reporting
Ability to be able to interrogate and analyse data on Oracle based platform and / or MsAccess (SQL)
Provide Knowledge and Documentation support for all aspects of the development life cycle (requirements, gap analysis, test plans, testing, issue and risk logs, user procedures and ongoing continual process improvements).
Needs to be as functionally knowledgeable as the software supplier business experts to be able to engage in discussions and provide meaningful analysis to them, including bug fixing / testing.
Knowledge of upgrade procedure for management of all system testing and end to end testing of new software.
Manage testing phases with users in different entities/countries, including software training, user set-up and bespoke development software training.
Preparation and analysis of regulatory and statistical reporting.
Experience in providing regulatory analysis to Front and middle office
Good knowledge of Finance Systems, General accounting and business knowledge
Knowledge of all derivative products
Part or fully qualified accountant
Project Management qualification
Working knowledge of reporting query software, spreadsheets and data mining