Description:
Client seeks the services of Regulatory Accountant, will s/he reports directly to the Head of Regulatory Reporting on all aspects of activities outlined below:
- Preparation, analysis and filing with / of South African Reserve Bank’s (SARB) BA returns (note not responsible for all these return but for some as specified by the Head of Regulatory Reporting):
- Form BA100 – Balance Sheet;
- Form BA120 – Income Statement;
- Form BA110 – Off balance Sheet Activities;
- Form BA130 – Restrictions on Investment, loans and Advances;
- Form BA200 and BA210 – Credit Risk (Standardized Approaches);
- Form BA300 – Liquidity Risk Measurements;
- Form BA301 – Net stable Funding Ratio
- Form BA310 – Minimum Reserve balance and liquid assets;
- Form BA325 - Daily Return a selection of risk exposures arising from Trading and Treasury activities;
- Form BA320 – Measurement of Market Risk (Value at Risk Internal Model), including currency risk (Net Open Foreign Currency Position measurements);
- Form BA330 – Interest Rate Risk in the Banking , including measurement of the Bank’s Economic Value of Equity (EVE Sensitivity); and
- Form BA340 – Equity Risk in the banking book;
- Form BA350 – Derivatives;
- Form BA400 – Operational Risk (Standardized Approaches);
- Form BA410 – Operational Risk Loss Events (Annual Submission);
- Form BA700 – Capital Adequacy;
- Statistical Reporting to SARB economic department (Forms BA900, BA920 and BA930); and
- Statistical Reporting to the Bank of International Settlements (BIS) (Forms BA940 series).
- Perform financial and risk adjustments within the EuroCars/LRR Basel III global IT infrastructure application for regulatory reporting;
- Provide analysis and responses to all issues relating to SARB queries on an on-going basis;
- Review interpret and implement SARB regulations as required by the local regulator;
- Internal controls and regulatory month end process;
Additional Info:
1 to 2 years
Salary: RR1 to R2
Job Reference #: 2567771248
- Perform financial and risk adjustments within the EuroCars/LRR Basel III global IT infrastructure application for regulatory reporting;
10 Feb 2022;
from:
gumtree.co.za