Role Responsibilities
:
1. Ensure compliance with market risk regulatory requirements and disclosures.
2. Develop and maintain strategy and capabilities to meet business needs and comply with regulations – both internal model approach and standardised rules.
3. Support the team’s transition to Basel FRTB rules at Group and country level.
4. Develop and centralise market risk regulatory capital reporting processes.
5. Provide quantitative impact analysis and qualitative explain to meet Traded Risk Management and business needs.
6. Provide capital methodology expertise for new products, including interpretation where applicable.
7. Produce market risk capital inputs and coordinate delivery related to ICAAP Pillar 2A, Pillar 2B stress testing, Bank of England Stress Test, and Annual Report and Pillar 3 disclosure.
8. Determine applicability of requirements and embed within policies and processes.
9. Drive continuous improvement of operational efficiency for regulatory market risk capital.
10. Recruit, engage, and retain high-quality talent, aligned with team structure.
11. Set and monitor job descriptions and objectives, providing feedback and rewards.
12. Foster a robust risk culture. Uphold independence and build a values-driven culture within the function.
13. Uphold the Group’s brand and values, performing duties as assigned under policies and procedures.
Our Ideal Candidate:
14. Advanced regulatory and related technical knowledge related to market risk capital requirements.
15. Strong leadership, business acumen, and risk management skills.
16. Significant relationship management experience.
17. Proficiency in English.
If you possess these qualifications and are ready to make an impact, apply now to join our dynamic team!