VP, Regulatory Reporting, AIRB, Basel Capital (Contract)

Location: Singapore Contract Type: 12 months contract (Extendable & Convertible)

Key Responsibilities

• Produce and review Basel regulatory reporting and disclosure relevant to AIRB (e.g., RWA, PD, LGD, expected loss, capital requirements), ensuring completeness, accuracy, and timeliness.
• Interpret the MAS Notice 637 requirements related to AIRB and translate them into reporting logic, data rules and control checks
• Partner with Risk Modelling, Treasury and other teams to ensure the AIRB output is accurate.
• Maintain robust end-to-end process documentation, including data lineage, assumptions, methodologies and key controls
• Lead continuous improvement initiatives to simplify reporting, strengthen controls and reduce operational risk.
• Design and implement automation for data preparation, validation, reconciliations, and report production (e.g., automated control frameworks, exception handling, workflow orchestration).
• Build and maintain repeatable pipelines using appropriate tools (e.g. SQL, Python, Alteryx)
• Work closely with Model Owners and Data Owners to ensure AIRB inputs meet governance standards and are fit for regulatory use.
• Communicate complex AIRB concepts and reporting outcomes clearly to senior stakeholders, including concise commentary on movements and emerging risks
• Coordinate deliverables across teams and manage dependencies to meet regulatory deadlines.

Job Requirements

• Bachelor’s degree and/or professional qualification in the field of accounting, finance or risk management or related discipline.
• Knowledge of MAS Notice 637 and the relevant regulatory reporting framework (preferred).
• Understanding of banking products, accounting principles, and balance sheet fundamentals (preferred).
• Solid understanding of AIRB parameters and capital mechanics (PD, LGD, EAD, credit risk mitigation, RWA calculation).
• Advanced SQL and experience working with large, granular risk datasets.
• Strong attention to detail with the ability to review complex datasets and generate meaningful insights.
• Strong written and verbal communication skills, with the ability to explain complex topics clearly to wide audience.
• Excellent planning and organization skills with ability to adapt quicky in a changing environment
• Knowledge of SQL (advanced), Python, Alteryx experience is an advantage.
• Strong Excel skills for analysis and reconciliation (with a bias towards automating away manual spreadsheets).