Referent COREP-Meldewesen

Referent COREP-Meldewesen

About

coni + partner is a consulting firm founded in 1993, based in Zurich with offices in Düsseldorf and Shanghai. Our strength lies in precisely matching candidates to positions based on company culture, considering professional competencies, references, and soft skills.

Our client is an international bank in Zurich.

Responsibilities

• Contribute to the creation of the regulatory COREP report (Common Reporting) on capital requirements based on the Capital Requirements Regulation (CRR).
• Provide data material on own funds, own funds requirements, and capital ratios.
• Analyze and monitor credit, market, and operational risks for the valuation of assets and liabilities, credit valuation adjustments (CVA), and the valuation of non-performing loan losses.
• Analyze and monitor the short-term Liquidity Coverage Ratio (LCR) and the long-term Net Stable Funding Ratio (NSFR).
• Analyze and monitor Additional Liquidity Monitoring Measures (ALMM).
• Analyze and monitor leverage, liquidity, and refinancing risk, as well as the Leverage Ratio (LR).
• Analyze large exposures (LE) and their concentration, and monitor default risk for large borrowers.
• Analyze and monitor IP losses – credit transactions secured by real estate (maximum loss rates).
• Observe regulatory developments and assess regulatory changes, including follow-up analyses.
• Participate in the implementation and integration of new regulatory requirements.
• Create statistics based on regulatory requirements.
• Continuously monitor data quality in systems and optimize COREP reporting.
• Participate in projects with a regulatory focus.

Requirements

• Bachelor's or Master's degree in Banking & Finance or Quantitative Finance.
• CPA is a plus.
• Experience with regulatory reporting in a bank or in banking auditing.
• Knowledge of regulatory reporting (Basel III, COREP, FINREP, etc.) or transactional reporting (e.g., MiFIR, EMIR, etc.).
• Knowledge of supervisory practices and communication with supervisory authorities.
• Interest in project work.
• Analytical personality with a team orientation.
• Service-oriented and interested in a structured, independent way of working.
• IT flair, proficient in using banking software and Excel.
• German and English language proficiency.