- End to end responsibility for various ICAAPs and developing / implementing internal capital methodologies (across different UK and European entities)
- Designing Macroeconomic Stress Testing and Reverse Stress Testing methodologies
- Designing and supporting MI for senior executives in particular for Credit Risk
- Preparing recommendations for Risk Appetite Statements and regular monitoring of the same
- Preparing Recovery Plans for the Bank.
Skills/ Experience Required
- An experienced Risk and Regulatory professional, with a strong understanding of UK / European Regulations and with experience of the Regulatory SREP process
- Strong negotiating, influencing, oral and written communication
- Good understanding of Capital Management and ICAAP
- Understanding of Economic Capital methodologies Good experience of Basel III and CRDIV.