VP Capital Adequacy Specialist
3 weeks ago
Job Description
The Capital Planning Expert will be responsible for projecting capital adequacy based on financial and strategic planning budgets. This includes identifying drivers of capital adequacy against capital risk appetite metrics and performing impact analysis on capital adequacy against capital planning actions.
The ideal candidate should have experience with prudential regulatory requirements under CRR in the UK and strong knowledge of counterparty credit risk. Additionally, they should be able to calibrate required internal monitoring metrics and thresholds for risk appetite.
Required Skills and Qualifications
- Experience in finance or risk department
- Experience with prudential regulatory requirements under CRR in the UK
- Experience with capital planning and forecasting under ICAAP framework
- Experience with counterparty credit risk
- Strong programming skills in VBA, R, and Python
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