Capital and Stress Testing Lead - Banking

London  ‐ Onsite
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Keywords

Description

Summary

My client is looking for a proven, experienced Capital and Stress Test professional to lead and co-ordinate their Capital and Stress Testing activities working with Risk, Finance, Treasury, Front Line Business Exec and the Modelling Team.

You will lead and co-ordinate the ongoing ICAAP process requirements and submission including credit risk stress testing, economic scenarios development, reverse stress testing, coordinating risk migration actions with senior management stakeholders as well as fulfilling both internal and regulatory requirements.

Key Responsibilities

  • Delivering the credit risk stress testing that will form part of the ICAAP
  • Coordinate and deliver the client's ICAAP through the relevant governance committees for onward submission to the PRA.
  • Deliver a 5 year Capital Plan
  • Hiring and maintaining a team of appropriately skilled analysts, managing them with responsibilities for Capital Assessment (inc. ICAAP) and Stress Testing
  • Deliver the reverse stress testing
  • Deliver and maintaining documentation of all required ICAAP and Stress Testing requirements
  • Co-ordinate Stress Testing and ICAAP activities between Risk, Treasury and Finance and Stress Testing Modelling as required.

Key Skills

  • Proven Credit Stress Testing and RWA (Risk Weighten Assets) for retail or corporate bank.
  • MUST have knowledge of SAS
  • MUST have experience producing ICAAP to regulators
  • MINIMUM 10 years Risk Management experience, with exposure to risk practices, risk systems, capital methodologies
  • Good knowledge of risk management methodologies and techniques (in particular Credit)

For more information on the role call or apply NOW.

Start date
n.a
From
Empiric Solutions
Published at
12.11.2014
Project ID:
806305
Contract type
Freelance
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