Job Description

• PRIMARY RESPONSIBILITIES

• To lead key aspects of the regions capital & liquidity measurement function for internal and regulatory reporting.
• Validate and deliver Capital & Liquidity Measurement Reporting to the various stakeholders in a timely manner
• Supervise a team upto 5 members and maintain the capacity and the capability of the regulatory and management reporting production process on a day-to-day and monthly basis including staff capacity, staff capability, staff engagement and staff motivation, readiness of IT tools, timely data feeding and integrity, maintenance of governance documentation (policies, processes and procedures)
• To contribute to the development of new capital & liquidity risk models and associated tools.
• Good understanding of Regulatory Policy and rules associated with capital and liquidity metrics
• Ensure regulatory reporting requirements are being met
• To have a good / strong understanding of LCR, ALMM, NSFR and Asset Encumbrance, Capital Ratios, Leverage Ratio, Large Exposure, MREL, etc
• To be able to complete reporting and analysis on capital and liquidity metrics
• To support communications with Regulators and Central Banks as required
• To review ALCO, ExCo & BOD papers and LCT & Recovery Plan papers as required
• Plan and deliver projects including user acceptance testing.
• To work closely with CT Colleagues Globally on Capital and Liquidity Projects (Scuba, CaLM, etc)
• Improve and enhance capital and liquidity reports / tools and ensure these are fit for use
• Direct support for the ILAAP, ICAAP, Recovery Plan, EU Stress test, etc reports and projects.
• Act as Company Director for Luxembourg based RBC Capital Market businesses (if required)

Job Summary

As Associate Director, Capital & Liquidity Measurement (within Corporate Treasury, European Treasury), you will be accountable for the preparation, validation and submission of Regulatory Capital & Liquidity Reporting and related key information of RBCIS Bank and its related affiliates to regulators, executive management, shareholders and ad hoc stakeholders on a daily, monthly basis or upon demand.

The role of Associate Director within Capital & Liquidity Measurement includes both functional and technical responsibilities and requires determination, rigorousness and strong analytical and problem solving skills. The position supports Corporate Treasury to be an effective function of RBCIS Bank.