Senior Leader - ICAAP & Economic Capital Methodology - Investment Bank

Senior Leader - ICAAP & Economic Capital Methodology and Board facing role

Exciting opportunity with one of the leading Investment Bank aggressively looking for a Board Facing role at VP level to present the ICAAP and Capital adequacy of the Bank in a well-defined format to the Board of Director and Regulators, who will lead the content and agenda for the entire presentation.

Some of the key responsibilities will include :

- Ownership and communication of detailed requirements and instructions for EC / Pillar 2A risk assessments for the ICAAP, to EC model owners across Group and LE's and functions.

- Accountable for providing technical guidance, advise and review EC/Pillar 2 A calculations and guide the model owners for fitment of the models as per the regulatory requirement.

- Lead delivery of content and agenda for the EC Capital Models Working Group.

- Establish aggregation processes across the Group to allow timely reporting of EC.

- Accountable for writing central sections of the Group and LE ICAAP related to Economic Capital and/or Total Capital Adequacy.

- Keep track and disseminate new or changes to Pillar 2 regulation and of the self-assessment process against relevant Pillar 2 regulation.

To be eligible for this role you will require:

- Expert in Economic capital, Pillar 2, ICAAP,

- Superior written and verbal communication for Board members and the regulator.

- Strong planning and organisational skills.

- Considerable experience in developing, validating economic capital models.