Description
Manager, Economic Capital/Credit Risk
Project Partners
This role will sit within Group Credit Risk and will present this function in the Economic Capital programme. The Investment Bank requires an economic capital specialist to support the development and embedding of economic capital within the Group's credit risk framework.
Key responsibilities include:
- Act as key point of contact within Group Credit Risk for the Group Economic Capital Project
- Coordination of economic capital related activities within Group Credit Risk
- Definition of strategy for use of economic capital within the Group's credit risk framework, in conjunction with the Economic Capital Programme and Divisional credit representatives
- Review the Group's credit risk frameworks and document proposals for integration of economic capital measures, with particular focus on credit risk appetite, concentration risk measurement and the link to stress testing
- Support Group Credit Risk in defining a suitable operating model to support ongoing use of economic capital
- Development and monitoring of plan to embed economic capital within the Group's credit risk framework
- Lead Group Credit Risk input into the review and challenge of pilot economic capital model outputs
- Represent views of Group Credit Risk within Economic Capital Project working groups
Communication of economic capital objectives, progress and outcomes to stakeholders within Group Credit Risk and the Credit Risk teams within the Divisions as appropriate
Essential Experience:
- Understanding of credit risk economic capital modelling and use within credit risk management frameworks
- Understanding of standard credit risk measurement approaches (eg. PD, LGD, EPE)
- Understanding of credit risk management frameworks, reporting and processes, with particular focus on risk appetite, concentration risk management and stress testing
- Ability to challenge and interpret credit risk data
- Strategic and creative thinking
- Investment banking/consultancy environment experience
- Experience in collaborating with diverse stakeholder groups
- Excellent oral and written communication skills
- Demonstrable experience in creating presentations for senior audience
- Adaptability/Flexibility
- Ability to multitask
- Accuracy, attention to detail and ability to proof own work
Supplementary Experience
- Project management experience
- Experience in one or more areas of credit risk management, eg Portfolio management, credit risk reporting, credit risk analytics
Knowledge of industry best practice for use of economic capital within credit frameworks
If you have the above please do not hesitate in sending your CV.
Project Partners is part of Hydrogen Group.