Market Risk Analytics Lead
5 days ago
The successful candidate will contribute to the formulation and implementation of BACB's stress testing plan, collaborating closely with senior management within Risk and across the Bank to ensure that our Modelling, Stress Testing, and Market Risk strategies align with BACB's overall risk appetite and regulatory requirements.
Responsibilities:
- Leads the development, enhancement, and implementation of market risk policies and frameworks responsive to the Bank's risk appetite.
- Assesses and reports on the Bank's market risk profile and its compliance with limits and provides commentary on key developments and trends.
- Supports the Director in the annual refresh of the Internal Capital Adequacy Assessment Process ('ICAAP'), Internal Liquidity Adequacy Assessment Process ('ILAAP'), and Recovery Plan.
Essential Skills and Qualifications:
- Relevant experience gained in the Banking industry, ideally in a leading institution.
- Strong analytical and quantitative skills, with proficiency in financial modelling and risk assessment tools.
- Excellent communication and presentation skills, with the ability to convey complex information clearly and concisely.
- Ability to work independently and as part of a team, with strong organizational and project management skills.
- Proficiency in Microsoft Office Suite and risk management software.
Working Environment:
This is a permanent position located in the City of London. The ideal candidate will have a strong understanding of UK-focused capital and liquidity regulations and be proficient in risk management software.
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