Manager/Lead Manager - Global Risk Analytics - BFSI

Manager/Lead Manager - Global Risk Analytics

- This role is expected to work with regions towards incorporating economic capital as an integral measure in risk appetite and business decision making (planned).

- Key responsibility is to work with stake holders and business partners in Group, North America, Europe, Asia Pacific and Middle East and has responsibility for project planning, project management, execution, testing & delivery of the quarterly credit risk economic capital production cycle, the final output of which is reported to the group and regional regulators (PRA, HKMA etc.) via the ICAAP and to the senior management via the group and regional stress testing and economic capital committees (STECC).

- The role also requires completing migration & ownership of the current varied economic capital processes and methodology regarding model validation at the regions mentioned above with the aim of suggesting, agreeing and implementing a standardized model validation framework across regions.

- Knowledge and understanding of portfolio risk drivers, their use and impact on capital requirements ; knowledge of regulatory capital and its components ; concepts of portfolio concentration and diversification

- The objective is to develop consistent project management, governance and documentation practices which will drive consistency across the wholesale credit and traded risk analytics priorities.