VP Regulatory Reporting - AIRB -12Months - S$13k

MORGAN MCKINLEY PTE. LTD.; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

Morgan McKinley Pte Ltd is seeking an experienced VP Regulatory Reporting - AIRB to drive Basel AIRB reporting, improve data quality, and reduce risk through automation.

The role requires deep AIRB knowledge (PD, LGD, EAD) and MAS 637 familiarity, with strong SQL, Python, and Alteryx skills to automate data prep, validation, and reporting. Stakeholder communication and governance are key to success.

Qualifications

• Minimum 5+ years in accounting, finance, risk, or related field with a strong educational background.
• Knowledge of MAS Notice 637 and regulatory reporting frameworks preferred.
• Deep understanding of AIRB parameters (PD, LGD, EAD) and RWA calculations.
• Proficient in SQL with experience handling large risk datasets; strong analytical skills.
• Excellent communication and organizational abilities.

Responsibilities

• Ensure accurate, complete, and timely production and review of Basel regulatory reports related to AIRB, including RWA, PD, LGD, and capital requirements.
• Interpret MAS Notice 637 requirements, translating them into effective reporting logic, data rules, and control checks; collaborate with Risk Modelling, Treasury, and other teams to validate AIRB outputs.
• Lead automation initiatives to enhance data preparation, validation, reconciliation, and report generation through SQL, Python, and Alteryx.
• Engage with Model Owners and Data Owners to uphold governance standards and ensure AIRB data quality for regulatory purposes.
• Communicate AIRB reporting insights clearly to senior stakeholders, manage cross-team dependencies, and support timely regulatory submissions.

Skills

SQL

Python

Alteryx

Excel

Data governance

Communication

Tools

ALTERYX

Excel

Job description

We are looking for an experienced VP Regulatory Reporting - AIRB. In this role, you will bedelivering the AIRB capital reporting, driving improvements that enhance data quality, increase control effectiveness, and reduce operational risk through simplification and automation.

Key Responsibilities:

• Ensure accurate, complete, and timely production and review of Basel regulatory reports related to AIRB, including RWA, PD, LGD, and capital requirements.
• Interpret MAS Notice 637 requirements, translating them into effective reporting logic, data rules, and control checks.
  Collaborate with Risk Modelling, Treasury, and other teams to validate the accuracy of AIRB outputs and maintain comprehensive process documentation.
• Lead automation initiatives to enhance data preparation, validation, reconciliation, and report generation through tools like SQL, Python, and Alteryx.
• Engage with Model Owners and Data Owners to uphold governance standards and ensure AIRB data quality for regulatory purposes.
• Communicate AIRB reporting insights clearly to senior stakeholders, manage cross-team dependencies, and support timely delivery of regulatory submissions.

Qualifications:

• Over 5 years of experience in accounting, finance, risk management, or related fields, with a solid educational background or professional qualification.
• Knowledge of MAS Notice 637 and regulatory reporting frameworks is preferred, alongside an understanding of banking products, accounting principles, and balance sheet fundamentals.
• In-depth understanding of AIRB parameters, including PD, LGD, EAD, credit risk mitigation, and RWA calculations.
  Proficiency in SQL and experience working with large, granular risk datasets, complemented by strong analytical and attention-to-detail skills.
• Excellent communication skills to articulate complex concepts clearly to diverse audiences and strong organizational skills to adapt in dynamic environments.
• Technical expertise in SQL, with experience in Python, Alteryx, and advanced Excel for analysis, automation, and reconciliation tasks.

Morgan McKinley Pte Ltd
Koh Boon Sien
EA Licence No: 11C5502
EA Registration No. R1110345