Client based in Sandton seeks the services of Regulatory Reporting Accountant to supports the head of regulatory reporting with all reporting aspects to the SA Reserve Bank as well as JSE.
Preparation, analysis and filing with / of South African Reserve Bank’s (SARB) BA returns specifically for the following :
Form BA110 Off balance Sheet Activities;
Form BA130 Restrictions on Investment, loans and Advances;
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 BA340 Equity Risk in the banking book;
Form BA350 Derivatives;
Form BA400 Operational Risk (Standardised Approaches);
Form BA410 Operational Risk Loss Events (Annual Submission);
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 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
Experience / qualification :
Experience in Regulatory Reporting. BCom accounting. Chartered Accountant or equivalent ideal preferred but not a must.