Business Analyst – Basel III Endgame, SA‑CCR

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Job Description

Business Analyst specializing in Basel III Endgame and SA-CCR for regulatory transformation at Huron. Analyzing requirements, mapping data lineage, and designing compliance workflows.

Responsibilities:

  • Interpret Basel III Endgame & SA‑CCR requirements , translating RC, PFE, multipliers and EAD rules into structured business and functional requirements
  • Link capital outcomes to financial metrics , connecting RWA changes to ROE, liquidity usage and CFO‑level performance indicators, including capital release quantification
  • Perform in‑depth data analysis , mapping data lineage, identifying golden sources and assessing data completeness across OTC derivatives, SFTs, collateral and market data feeds
  • Design compliant and repeatable workflows , establishing traceable processes with embedded governance, auditability and regulatory control points
  • Conduct scenario analysis and stress testing , including CSA modifications, MPOR adjustments, volatility shocks and what‑if modelling for exposure and capital sensitivity
  • Assess SA‑CCR interaction with liquidity , analysing how derivatives exposures drive collateral, funding, LCR consumption and liquidity‑capital interdependencies
  • Apply AI‑enabled regulatory interpretation , using NLP/LLM tools to parse regulatory text, generate requirement traceability matrices and highlight rule deltas between CEM and SA‑CCR
  • Identify data quality gaps via ML‑assisted techniques , detecting missing or inconsistent attributes (netting, CSA, MPOR, collateral), and uncovering capital leakage caused by poor mappings
  • Support AI‑accelerated data discovery , applying pattern detection and profiling to reconcile capital efficiency with liquidity resilience
  • Collaborate with stakeholders , engaging Risk, Treasury, CRO functions, Risk IT and trading teams to communicate findings, resolve issues and shape regulatory solutions

Requirements:

  • Strong regulatory expertise, with hands‑on experience interpreting Basel III Endgame, SA‑CCR exposure methodology and regulatory reporting formats (e.g., COREP, FR Y‑14/Q)
  • Capital optimisation knowledge, including how RWA changes impact ROE, balance sheet usage, liquidity consumption and senior‑leadership metrics
  • Advanced data analysis capability, with experience in lineage mapping, golden‑source assessment and evaluating data quality across derivatives, SFTs and collateral
  • Process design & governance experience, capable of defining controlled, auditable and regulator‑aligned workflows across risk and capital functions
  • Stakeholder management skills, with the ability to translate technical content into business impacts for CRO, Treasury, Finance, Risk IT and Front Office audiences
  • Scenario & stress testing familiarity, including modelling CSA changes, MPOR scenarios, sensitivity analysis and exposure recalculation effects
  • AI‑assisted regulatory analysis experience, including NLP/LLM tools for requirement mapping, automated RTMs and interpretation comparisons
  • Data‑quality diagnostics using ML, able to identify hidden inconsistencies and capital inefficiencies using advanced pattern detection

Benefits:

  • medical, dental, and vision coverage to employees and dependents
  • a 401(k) plan with a generous employer match
  • an employee stock purchase plan
  • a generous Paid Time Off policy
  • paid parental leave and adoption assistance
  • Wellness Program supports employee total well-being by providing free annual health screenings and coaching, bank at work, and on-site workshops