VP, Regulatory Reporting, AIRB, Basel Capital (Contract)

Argyll Scott; Singapore; On-site; SGD 120,000 - 170,000; Full time

Job summary

Argyll Scott in Singapore is seeking a Basel regulatory reporting specialist focused on AIRB to lead accurate, timely disclosure of risk-weighted assets, PD, LGD and capital requirements. The role partners with Risk Modelling and Treasury to ensure outputs meet governance standards.

You will design automation for data prep and reporting, build scalable data pipelines using SQL, Python and Alteryx, and communicate complex AIRB results to senior stakeholders.

Qualifications

• Bachelor’s degree in accounting, finance or risk management or related discipline.
• Knowledge of MAS Notice 637 and the regulatory reporting framework (preferred).
• Understanding of banking products, accounting principles and balance sheet fundamentals (preferred).
• Solid understanding of AIRB parameters and capital mechanics (PD, LGD, EAD, credit risk mitigation, RWA).
• Advanced SQL and experience with large, granular risk datasets.
• Strong attention to detail with ability to review complex datasets and derive insights.
• Strong written and verbal communication; explain complex topics clearly.
• Excellent planning and organization; adaptable to change.
• Knowledge of SQL (advanced), Python, Alteryx is an advantage.
• Strong Excel skills for analysis and reconciliation (automation bias).

Responsibilities

• Produce and review Basel regulatory reporting and disclosure for AIRB (RWA, PD, LGD, expected loss, capital requirements) with accuracy and timeliness.
• Interpret MAS Notice 637 for AIRB and translate into reporting logic, data rules and controls.
• Partner with Risk Modelling, Treasury and others to ensure AIRB output accuracy.
• Maintain end-to-end process documentation including data lineage, assumptions, methodologies and key controls.
• Lead continuous improvement to simplify reporting, strengthen controls and reduce risk.
• Design and implement automation for data preparation, validation, reconciliations and report production.
• Build pipelines using SQL, Python, Alteryx.
• Work with Model Owners and Data Owners to ensure AIRB inputs meet governance and are fit for use.
• Communicate AIRB concepts and reporting outcomes clearly to senior stakeholders with concise commentary on movements and risks.
• Coordinate deliverables across teams and manage dependencies to meet deadlines.

Skills

Advanced SQL

Python

Alteryx

Attention to detail

Planning & organization

Communication skills

Data analysis

Education

Bachelor’s degree in accounting, finance or risk management

Tools

SQL

Python

Alteryx

Job description

Key Responsibilities

• Produce and review Basel regulatory reporting and disclosure relevant to AIRB (e.g., RWA, PD, LGD, expected loss, capital requirements), ensuring completeness, accuracy, and timeliness.
• Interpret the MAS Notice 637 requirements related to AIRB and translate them into reporting logic, data rules and control checks
• Partner with Risk Modelling, Treasury and other teams to ensure the AIRB output is accurate.
• Maintain robust end-to-end process documentation, including data lineage, assumptions, methodologies and key controls
• Lead continuous improvement initiatives to simplify reporting, strengthen controls and reduce operational risk.
• Design and implement automation for data preparation, validation, reconciliations, and report production (e.g., automated control frameworks, exception handling, workflow orchestration).
• Build and maintain repeatable pipelines using appropriate tools (e.g. SQL, Python, Alteryx)
• Work closely with Model Owners and Data Owners to ensure AIRB inputs meet governance standards and are fit for regulatory use.
• Communicate complex AIRB concepts and reporting outcomes clearly to senior stakeholders, including concise commentary on movements and emerging risks
• Coordinate deliverables across teams and manage dependencies to meet regulatory deadlines.

Job Requirements

• Bachelor’s degree and/or professional qualification in the field of accounting, finance or risk management or related discipline.
• Knowledge of MAS Notice 637 and the relevant regulatory reporting framework (preferred).
• Understanding of banking products, accounting principles, and balance sheet fundamentals (preferred).
• Solid understanding of AIRB parameters and capital mechanics (PD, LGD, EAD, credit risk mitigation, RWA calculation).
• Advanced SQL and experience working with large, granular risk datasets.
• Strong attention to detail with the ability to review complex datasets and generate meaningful insights.
• Strong written and verbal communication skills, with the ability to explain complex topics clearly to wide audience.
• Excellent planning and organization skills with ability to adapt quicky in a changing environment
• Knowledge of SQL (advanced), Python, Alteryx experience is an advantage.
• Strong Excel skills for analysis and reconciliation (with a bias towards automating away manual spreadsheets).