EBA欧洲银行-DOV-RA-SEC-04-2013-Bank-expert-on-secconsistency-of-risk-weighted-assetsFINAL_5页_204kb

EBA Bank Expert Secondment Summary

Core Content

The European Banking Authority (EBA) is an independent EU authority established in 2011 by Regulation (EC) No. 1093/2010. It plays a key role in enhancing the functioning of the EU internal market by ensuring high-quality, effective, and consistent regulation and supervision in the areas of banking, payments, e-money, and related corporate governance, auditing, and financial reporting. The EBA collaborates closely with other EU financial authorities such as EIOPA, ESMA, the Joint Committee, and the ESRB within the European System of Financial Supervision (ESFS).

Main Purpose

The primary purpose of the Bank Expert position is to support the EBA's work streams focused on reviewing the outcomes of risk weighted assets (RWA). The role involves ensuring consistency in RWA calculations across banks and developing a supervisory framework for ongoing monitoring of RWA and internal models.

Main Responsibilities

• Conducting the review of risk weighted assets for residential mortgages and SMEs exposures.
• Supporting the finalisation of other work streams related to RWA review, including low default portfolio analysis and top-down exercises.
• Performing horizontal analysis of ad-hoc data from banks and National Supervisory Authorities, focusing on internal parameters and historical default and loss rates.
• Assisting in the production of reports for both internal and external publication.
• Contributing to the establishment of a supervisory framework for ongoing monitoring of RWA outcomes and internal models.

Requirements

1. Eligibility Criteria

• Language Proficiency: Thorough knowledge of one EU language and satisfactory knowledge of another.
• Nationality: Must be a national of an EU Member State, an EFTA Member State, or a country with which the Council has initiated accession negotiations.
• Citizenship Rights: Must be entitled to full rights as a citizen.

2. Educational and Professional Qualifications

• Education: Completed university studies of at least three years, with a diploma.
• Experience: At least three years of full-time professional experience in central banking, banking supervision, or credit risk management in financial institutions.

3. Language Knowledge

• English: Excellent knowledge (written and spoken).
• Other Languages: Knowledge of other EU official languages is advantageous.

4. Selection Criteria

• Credit Risk Analysis: Experience in analyzing credit risk trends and monitoring capital requirements for credit risk.
• Data Management: Knowledge and experience in managing datasets and producing charts and reports.
• Regulatory Knowledge: Familiarity with the Capital Requirements Directive, particularly the Credit Risk Pillar I Framework and the Basel II Accord.

5. Additional Advantages

• Experience in validating and supervising internal models of cross-border banking groups.
• Knowledge of and experience in using SAS.

6. Competencies

• Ability to manage workload efficiently.
• Flexibility and quick learning.
• Strong problem-solving skills.
• Good teamwork and interpersonal skills.
• Capacity to work effectively under time pressure.

Equal Opportunities

The EBA applies an equal opportunities policy and ensures that recruitment procedures are free from discrimination.

Appointment and Conditions of Engagement

• Type of Position: Short-term secondment from a national supervisory authority.
• Duration: Minimum of 6 months, up to 12 months, renewable.
• Employer: The home authority remains the employer during the secondment.
• Employment Conditions: The seconded expert must have worked for their employer for at least 12 months prior to the secondment and must remain in their service during the period.
• Salary and Social Rights: The home authority continues to pay the salary and maintain social rights, including social security and pension.

Conditions of Secondment

• Allowances: The EBA will provide daily and monthly subsistence allowances as established by the Commission.
• Starting Date: As soon as possible, with an expected start date of 1 May 2013.

Application Process

• Submission: Applications must be submitted in English to vacancies@eba.europa.eu.
• Deadline: 21 March 2013 at 12:00 noon London time.
• Required Documents:
  • Curriculum Vitae in Europass format.
  • Motivation letter.
  • Eligibility criteria grid.
  • Statement of the employer (must be a member of the European System of Financial Supervision or an IGO).
• Supporting Documents: Not required at this stage.

Data Protection

The EBA ensures that personal data is processed in accordance with Regulation (EC) No 45/2001, which includes confidentiality and security of such data.

Appeal Procedure

Candidates may appeal a decision under Article 90(2) of the Staff Regulations of Officials of the European Communities and Conditions of Employment of Other Servants. Appeals must be lodged within three months from the publication of the selection procedure results on the EBA website.

Contact Information

• Selection Procedure Reference: DOV/RA SEC 04/2013
• Address: Executive Director, European Banking Authority, Floor 18 Tower 42, London EC2N 1HQ, United Kingdom.