Enterprise Risk Manager

Idex Consulting
London, United Kingdom
£180k - £190k
30 Jul 2022
12 Aug 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
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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