Regulatory Accountant

SUMMARY:
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POSITION INFO:

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;