HEAD OF CAPITAL ADEQUACY
Main responsibilities:
Responsible for managing the Capital Adequacy & Reporting area to guarantee the quality of information that impacts the capital management of the BNPP Prudential Conglomerate in Brazil and support the deputy CFO and CFO in the Capital and Risk Monitoring Committees.
- Responsible for managing the area, supporting a team of 3 headcounts.
- Maintain a thorough understanding of Brazil Basel III capital requirements, regulatory reporting requirements and mitigation procedures.
- Monitors regulatory changes of Brazil Basel III capital requirements and regulatory reporting requirements.
- Ensure preparation and execution of RWA process and Regulatory capital production and effective communication and coordination with other actors.
- Submission of all reports in the scope of Basel III for the Local Regulator that includes, but not limited to, DLO, DDR, DRM, DRL, LEC, Pilar 3, IRRBB and RA.
- Responsible for calculating Prudential Capital (CET1, T1 and Total Capital).
- Responsible for monitoring daily Market Risk (DDR) and Local Legal Lending limit (LEC).
- Ensure consistency of exposures between the Accounting and the Risk or other source systems for calculation of RWA.
- Analyze and synthesize movements in products and variations in reports.
- Monitor Prudential Limits in the scope of Capital Requirements and requests action if they are not in compliance.
- Participate in the following Local committees: Alco, ALMT, Audit, Capital, Credit Risk and Market Risk.
- Effective participation in discussions of new products, elaborating new products set up with Business areas focusing on adherence to the capital requirements and Legal Lending Limit.
- Prepares support material for the Capital committee.
- Responsible for the implementation of new regulation applicable to capital requirements.
- Contribute to enhancement of data quality for capital requirement calculation.
- Participate in projects as required for new initiatives (regulatory/internal), process improvements, or technology implementation and development.
- Respond to internal, external and Central Bank audits.
- Performs other duties as assigned.
Position Requirements:
- Bachelor’s degree in administration, Economics, Accounting, Engineering or related areas.
- Fluent English and Portuguese.
- Strong analytical skills and advanced technical skills (i.e. MS Word, Excel, PowerPoint).
- Power BI, Python and Alteryx preferred qualifications.
- Experience in financial institution, preferably in risk and regulatory reporting activities for CIB Banks.
- Solid knowledge on Regulatory Capital requirements (Basel III) and hands-on experience.
- Intensive experience on RWA calculation, analysis and reporting.
- Strong regulatory & financial reporting knowledge in banking/financial institutions.
- Solid knowledge of banking products including most complex ones for CIB banks.
- Solid knowledge of market risk concepts including valuation, risk methodologies, impact of price sensitivities of financial products.
- Good knowledge of accounting concepts.
- Effective communication skills.
Why join BNP Paribas?
BNP Paribas is an international bank with leading positions in the European market. It is present in more than 60 countries and employs more than 190,000 people. The Group occupies key positions in its three main areas of operation: Domestic Markets and International Financial Services (whose retail banking and financial services network is part of Retail Banking & Services), as well as Corporate & Institutional Banking, which offers services to corporate and institutional clients.
Our presence in Brazil
BNP Paribas has been officially operating in Brazil since 1996. Since 2010, when the Securities Services area began operating, the Brazilian unit has the largest number of business lines in Latin America, making it one of the Group's largest operations in emerging markets. Today, in Brazil, the Group is present with the areas of Corporate and Institutional Banking, Asset Management, Insurance (Cardif) and Fleet Management (Arval).
Currently, the BNP Paribas Group has around 1400 employees in the country. In Brazil, it is among the largest international investment banks in total assets (R$ 112.5 billion, Jun/23, Prudential Conglomerate, Central Bank), offering a diversity of products and multiple solutions to its clients.
BNP Paribas is committed to providing a work environment that fosters diversity, inclusion, and equal employment opportunity without regard to race, color, gender, age, creed, sex, religion, national origin, disability (physical or mental), marital status, citizenship, ancestry, sexual orientation, gender identity and gender expression, or any other legally
protected status.
