Senior Regulatory Reporting

Role Title: Senior Analyst - Regulatory Reporting

Work Location Bengaluru (Availability to work in all SG GSC offices as per need)

Hybrid Model weekly 3-4 days working from office

Organization Overview

Socit Gnrale is one of the leading European financial services groups. Based on a diversified and integrated banking model, the Group combines financial strength and proven expertise in innovation with a strategy of sustainable growth, aiming to be the trusted partner for its clients, committed to the positive transformations of society and the economy.

Set up in 2000, Socit Gnrale Global Solution Centre (SG GSC), a 100% owned subsidiary of Socit Gnrale has over 12,000 employees across its Bangalore and Chennai facilities in India. The subsidiary is focused on Application Development and Maintenance, Infrastructure Management, Business Process Management and Knowledge Process Management, to Socit Gnrales business lines across the world with focus on an outcome-based business approach.

We are an employee focused organization; known for the extensive opportunities we provide for career progression and development. We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.

Website: https://globalsolutioncenter.societegenerale.in/en/

Purpose of the Role

The purpose of this role is to ensure accurate, timely, and compliant credit risk reporting within the Solvency and Prudential Regulatory framework of the bank. The position plays a critical part in producing key solvency metricsincluding EAD, RWA, EL, and ECLaligned with Basel III/IV, IFRS 9, and BCBS 239 standards. By performing monthly and quarterly credit risk reporting, validating data quality, and reconciling accounting, risk, and inventory datasets, the role supports both internal stakeholders (BU, RISQ, DFIN) and external regulatory bodies.

Responsibilities in the Role

1. The chief responsibility will be to perform the monthly & quarterly credit risk reporting activities.

2. You are also expected to perform & supervise the data consistency checks, reconciliations (inventory

vs risk, accounting vs risk) and perform exception management in case of any breaks encountered in

the recompilations.

3. Additionally, you are expected to contribute to the improvement of the existing process and comeup with new ideas that can bring value and efficiency to the process.

4. Responsible for producing reports and metrics on the Credit Risk perimeter to consistently feed both

external (meet the requirements of the regulator in terms of IFRS 9.2, BCBS239 and others) and

internal (BU, RISQ, DFIN) uses. The prudential solvency metrics and reporting produced by DFIN are

set out as follows:

a. EAD Quarterly calculation;

b. RWA Quarterly calculation;

c. EL Quarterly calculation;

d. ECL IFRS 9 Quarterly calculation with only GBIS at M-1 scope;

Required Skills/Abilities/ Qualifications

Functional Requirement: Solvency

1. Basel III and IV Regulations

2. IFRS Standards

3. Risk Data with Accounting & Inventory. Banking, Accounting, Finance concept

4. Understanding Bank's financial Statement, Accounting & Risk computation

5. Making Adjustment based on Basel reporting in accordance with BCBS239

6. Capital adequacy according to the IRBA method, computes its Risk Weighted Assets (RWA),

Expected Loss (EL = PD x LGD x EAD) and Expected Credit Loss ((ECL) in accordance with IFRS 9)

considering the nature of the transaction, the soundness of the counterparty (through internal

rating) and any measures taken to mitigate the risk (see Depreciations and provisions for credit risk

7. Understanding Credit Risk RWA

8. Securitization

9. FINREP / COREP reporting

Education:

B.com or BBA