VP Regulatory Reporting (AIRB) — Data & Automation Leader

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

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.