01 Zakres zadań
Responsibilities:
- Conduct independent reviews and challenge activities under the CCRRO annual review plan.
- Assess processes, controls, methodologies and calculations for regulatory capital metrics, including Standardized and Advanced RWA, G-SIB surcharge and SLR.
- Review capital interpretations for consistency with Basel regulations, guidance and internal policies.
- Communicate testing progress, observations and emerging risks to management and stakeholders.
- Support Basel III Endgame readiness and second-line oversight enhancements.
- Build RWA and capital risk analytics using AI, Python, Tableau, LLM capabilities and internal or external data.
- Create management reports and dashboards for senior decision-making.
Benefits and work model:
- Hybrid working model with up to two days working from home per week.
- Benefits may include private medical care, life insurance, a subsidized sport card, pension contributions, parental leave, a social benefits fund and a cafeteria system.
