As a senior VP in the Enterprise Risk Management team, you will act as the primary representative for Risk Management on Capital Adequacy (ICAAP) in EMEA, including preparation, planning and execution.
You will lead the harmonisation and co-ordination of ICAAPs across the 9 EU legal entities so standardisation and best practice are embedded across all businesses, including risk identification, capital limits, risk quantification, stress testing and scenario analysis, risk aggregation and capital adequacy. You will provide close co-ordination of all Risk Management workstreams on risk quantification, including methodology upgrade and execution on all risk areas, i.e. credit risk, market risk, operational risk, securitisation risk and other risks. You will effectively lead the internal ICAAP practice upgrade and execution across the EMEA entities.
The successful candidate must be well versed in all areas of risk (market, credit and operational risk) and will be able to engage with stakeholders at a deep technical level across all risk areas. You must also have strong hands-on end-to-end ICAAP experience and deep knowledge of stress testing and scenario analysis.
Your Risk ICAAP experience may have been gained in a bank, another financial institution or a recognised consulting firm.