Regulatory Accountant

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):
  1. Form BA100 – Balance Sheet;
  2. Form BA120 – Income Statement;
  3. Form BA110 – Off balance Sheet Activities;
  4. Form BA130 – Restrictions on Investment, loans and Advances;
  5. Form BA200 and BA210 – Credit Risk (Standardized Approaches);
  6. Form BA300 – Liquidity Risk Measurements;
  7. Form BA301 – Net stable Funding Ratio
  8. Form BA310 – Minimum Reserve balance and liquid assets;
  9. Form BA325 - Daily Return a selection of risk exposures arising from Trading and Treasury activities;
  10. Form BA320 – Measurement of Market Risk (Value at Risk Internal Model), including currency risk (Net Open Foreign Currency Position measurements);
  11. Form BA330 – Interest Rate Risk in the Banking , including measurement of the Bank’s Economic Value of Equity (EVE Sensitivity); and
  12. Form BA340 – Equity Risk in the banking book;
  13. Form BA350 – Derivatives;
  14. Form BA400 – Operational Risk (Standardized Approaches);
  15. Form BA410 – Operational Risk Loss Events (Annual Submission);
  16. Form BA700 – Capital Adequacy;
  17. Statistical Reporting to SARB economic department (Forms BA900, BA920 and BA930); and
  18. 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;