Enterprise Risk Manager

Enterprise Risk Manager

London

£190,000 pa + bonus + bens

Our client, a leading global investment bank providing capital market, institutional brokerage, wealth & asset management services to clients is seeking to appoint an Enterprise Risk Manager to join the Enterprise Risk Team.

Principally you will be responsible for Developing & maintaining economic capital models, undertaking group-wide stress testing and scenario analysis, and conduct group-wide portfolio risk analysis across different business lines.

Additionally, you will:

• Support group wide stress testing (and its infrastructure) and scenario analysis across risk disciplines.
• Lead the development & maintenance of group wide stress testing scenario analysis.
• Develop & maintain economic capital models which feed into the group's capital adequacy assessment. This includes; market risk, counterparty risk, settlement risk, operational risk and business risk.
• Lead 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.
• Support the assessment of Group's Portfolio risk across business lines, via top down - firm wide reporting & key metrics.
• Support the maintenance & ongoing enhancement of the Group's Risk Management Frameworks (RMF), Country Risk Framework & Risk Appetite Framework.
• Conduct reviews of risk appetite & calibration of limits, and ongoing review & maintenance of Risk Policies & Procedures.
• Develop & maintain the Risk Taxonomy across financial and non-financial risks.

To be considered for the role:

• Educated to degree level.
• At least 5 years in a similar role working on similar projects & a very strong understanding of risk management frameworks.
• Previously developed, maintained and executed several of the following areas: stress testing & scenario analysis; economic capital models; portfolio risk management; capital planning; risk appetite calibration; risk taxonomies.
• Knowledge of stress testing regulatory requirements and related-industry practices;
• Good knowledge of investment banking business models, of capital market products, and of financial products including fixed income and equity (cash and derivatives)
• Grasp of UK and European prudential regulatory requirements applicable to banks and investment firms.
• Analytical and numerate, comfortable managing financial data and MI, with strong excel / coding skills.

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