Enterprise Risk Manager (Market Risk)

London Permanent
  • enterprise risk
  • market risk

About Our Client

Mid sized Investment Bank

Job Description

The Enterprise Risk team is part of the Risk Management Department and is responsible for:

- Undertaking entity-wide stress testing and scenario analysis and supporting the stress testing infrastructure of the wider risk disciplines;

- Developing and maintaining economic capital models which feed into the Firmwide capital adequacy assessment, including market risk, counterparty risk, settlement risk, operational risk, business risk;

- Assessing Group's Portfolio risk across business lines, implemented through the enhancement of top down / firm-wide reporting and key metrics with focus on concentrations and diversification;

- The implementation and maintenance of the Risk Management Framework, Stress Testing Framework, Risk Appetite Framework (including risk appetite definition and calibration), Country Risk Framework, Business Model Analysis, and Risk Strategy and Governance;

- The development and maintenance of a Risk Taxonomy across financial and non-financial risks covering all Group's activities and business line

The Successful Applicant

The successful candidate's responsibilities will include:

- Leading the development and maintenance of entity-wide stress testing scenario analysis (including market risk, credit counterparty and settlement risk, business risk and reverse stress testing scenarios);

- Leading the coordination of Stress Testing Committees (at both Group and legal entity level) and the development, maintenance and delivery of the Firm's Stress Testing Programme;

- Supporting the assessment of Group's Portfolio risk across business lines, through the implementation of enhanced top down / firm-wide reporting and key metrics;

- Developing and maintaining economic capital models which feed into the Firmwide capital adequacy assessment, including market risk, counterparty risk, settlement risk, operational risk, business risk;

- Supporting the maintenance and ongoing enhancement of the Group's Risk Management Framework (RMF), Country Risk Framework and Risk Appetite Framework, including review of risk appetite and calibration of limits, and ongoing review and maintenance of Risk Policies and Procedures;

- Developing and maintaining the Group Risk Taxonomy across financial and non-financial risks.

What's on Offer

competitive package, growing business

Contact
Sumrana Saleem
Quote job ref
JN-102021-3611647

Job summary

Location
Contract type
Consultant name
Sumrana Saleem
Job reference
JN-102021-3611647