Operational risk stress testing - Director
other jobs eFinancial Careers
Added before 1 hours
- England,London
- full-time
- Competitive salary
Job Description:
The role
*Developing and leading a second-line, Group-level stress testing function
*Leading scenario workshops with 1LOD risk owners and contributing with novel ideas informed by strong product knowledge
*Building and implementing a data-driven and methodologically robust stress testing program; this will include: developing and maintaining models that are capturing second round effects or interactions between different risk types; developing automated reports and calculations
*Owning the quantification of regulatory and internal capital and liquidity requirements; this will entail obtaining the buy-in of senior management around the methodologies used and their calibration, and actively engaging with regulators as part of supervisory review processes
Key skills
*10 years + in a leading financial institution
*Deep knowledge of Operational risk, prudential risk and stress testing
*Experience contributing to either ICAAP or ICARA
*Developing and leading a second-line, Group-level stress testing function
*Leading scenario workshops with 1LOD risk owners and contributing with novel ideas informed by strong product knowledge
*Building and implementing a data-driven and methodologically robust stress testing program; this will include: developing and maintaining models that are capturing second round effects or interactions between different risk types; developing automated reports and calculations
*Owning the quantification of regulatory and internal capital and liquidity requirements; this will entail obtaining the buy-in of senior management around the methodologies used and their calibration, and actively engaging with regulators as part of supervisory review processes
Key skills
*10 years + in a leading financial institution
*Deep knowledge of Operational risk, prudential risk and stress testing
*Experience contributing to either ICAAP or ICARA
Job number 1672550
metapel
Company Details:
eFinancial Careers
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