FS-RISK CONSULTING-FSRM - Basel III Business Analyst _CSTC-SENIOR

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Risk Consulting – Financial Services Risk Management (FSRM) – Basel III Business Analyst – Manager/Senior Description EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated consulting services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Consulting include: market, credit and operational risk management, regulatory consulting, quantitative consulting, structured finance transaction, actuarial consulting, technology enablement, risk and security, program consulting, and process & controls. Within EY’s Business Consulting Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify, measure, manage and monitor the market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities. Within FSRM, the CSTC team assists across end-to-end aspects of Capital management, BASEL, credit risk and Stress testing related activities: • Key role involves producing critical deliverables to the senior management and regulators including EMEIA, US and APAC entities’ credit risk review, capital projections, Basel 4, Basel 3 endgame, capital aspects of Recovery & Resolution planning (RRP), stress testing and having oversight of various regulatory requirements. • Consulting and solutions delivery such as impact assessments, defining the target operating model, and integrated risk and finance reporting framework • Quality assurance such as assessment of controls of the Banking industry and similar business lines covering regulatory reporting involving Basel/CRR/RRP regulations • Early identification and accurate analysis of prudential developments and influence on changes to the capital framework. • Regulatory capital impact assessment in legal entity simplification initiatives, business re-organizations, new business initiatives and external commitments to regulators Clients include large domestic and global financial institutions, broker-dealers, foreign banking organizations, asset management firms with significant capital markets activities. Project teams frequently work with the senior management of these firms, including CFOs and CROs. Role Overview The role is for a Basel III Business Analyst supporting the Basel III Proposal Roadmap implementation. The engagement focuses on restarting Basel III Proposal implementation program, adopting the Expanded Risk-Based Approach (ERBA), accelerating Single Counterparty Credit Limits (SCCL) gross exposure measurements, and onboarding incremental Basel III data requirements into the Unified Consumption Layer (UCL) Data Factory. The candidate will support exposure-pod based execution across credit risk, securitization, credit risk mitigation, derivatives / SA-CCR, operational risk, and related regulatory capital workstreams. The role requires strong business analysis, regulatory capital, data sourcing, data profiling, source-to-target mapping, calculation logic documentation, Axiom input mapping, controls design, testing, governance, and stakeholder management capabilities. The candidate will work closely with Risk, Finance, Technology, Data, Operations, and business stakeholders to produce implementation-ready requirements, support interim ERBA calculator development, and enable transparent program execution through high-quality documentation, testing, and governance routines. Key Responsibilities • Support detailed implementation planning, governance, project management, status reporting, RAID / action trackers, decision logs, and senior stakeholder updates for the B3P Roadmap. • Refresh the Basel III Proposal / ERBA gap assessment and identify new, modified, or enhanced data elements required for rule interpretation, regulatory capital calculations, and downstream reporting. • Perform data profiling and fit-for-use analysis across existing UCL data elements and source-system data, including review of missing values, syntax consistency, data completeness, appropriateness for regulatory requirements, and data quality issues. • Document data sourcing, transformation, derivation, and calculation logic requirements for ERBA exposure types including residential mortgage / MSR, CRE, retail, off-balance sheet, corporates, banks, securitization, credit risk mitigation, collateral haircut approach, derivatives / SA-CCR, and operational risk. • Develop source-to-target mappings, business data dictionaries, data lineage, and transformation specifications to support onboarding of incremental Basel III data requirements into the UCL Data Factory. • Support UCL Data Factory activities, including data movement logic, UCL data model design, legacy consumption views, UCL ADRS unification, semantic layer configuration inputs, and source-to-target reconciliation / data validation activities. • Map data elements to Axiom-required calculation inputs and document the business rules, derivations, assumptions, controls, and evidence required to support regulatory capital processing. • Assist in the design, build, and testing of interim ERBA calculators usin