Senior Capital Analyst

About the Role
We are seeking a highly motivated and analytical Capital & Balance Sheet Analyst to join our Treasury & ALM team. This role will play a crucial part in ensuring the accurate and timely assessment of the Group’s capital position and balance sheet movements.

Key Responsibilities:

• Capital Calculations:
  • Daily/monthly recalculation of regulatory capital and leverage exposure for the Group and its subsidiaries.
  • Monthly review of balance sheet movements, comparing actuals to forecasts and providing insightful commentary.
  • Monthly restatement of the countercyclical capital buffer percentage and refresh of forecasting assumptions to assess potential increases in capital requirements.
  • Support the Treasury & ALM team in daily regulatory capital reporting to key stakeholders.
• Capital Modelling & Analysis:
  • Support the Capital Manager in collating and refreshing forecasting assumptions used in capital and balance sheet modelling.
  • Assist in the production of the annual ICAAP (Internal Capital Adequacy Assessment Process) and Recovery & Resolution documents by providing data and analysis.
  • Support the Senior Prudential Manager in the production of annual ICARAs (Internal Capital Adequacy Requirements Assessment).
• Regulatory Reporting:
  • Produce regulatory returns where Capital is the assigned owner, adhering to regulatory reporting governance frameworks.
• Data Management & Analysis:
  • Maintain data required for producing key performance indicators (KPIs) for the Capital Manager and Head of Capital.
  • Attend the capital performance forum, taking minutes and logging actions for distribution.
  • Maintain and update procedures, reflecting changes and conducting appropriate testing.
• Analysis & Reporting:
  • Conduct insightful capital and balance sheet analysis for the Capital Manager and Head of Capital.
  • Translate source data into user-friendly outputs and insightful analysis to support understanding and decision-making.

Knowledge, Skills & Experience:

• Working towards or qualified in accountancy (ACCA/CIMA or equivalent) or treasury (ACT or equivalent).
• Experience in maintaining forecasting models.
• Excellent communication and interpersonal skills, with the ability to clearly convey information to both technical and non-technical audiences.
• Strong organizational and prioritization skills, with the ability to work independently and meet deadlines.
• Proven teamwork and collaboration skills.
• High attention to detail, with the ability to identify and investigate variances effectively.
• Advanced proficiency in Microsoft Office Suite, particularly Excel.
• Ability to source, analyze, and translate data into meaningful insights.