Vice President - Capital Assessment & Liability Management - BFS/BPO (10-20 yrs)
VP - Capital Assessment and Liability Management
What will you be doing?
- 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 and advisory to Group, Legal Entities and economic capital model owners, so they deliver fit for purpose risk assessments. Guidance will need to cover modelling requirements, methodology and ensuring all regulatory requirements are adhered to.
- Review EC /Pillar 2A calculations and write-ups from model owners to ensure quality and content assurance for the Board and regulator.
- Lead delivery of content and agenda for the EC Capital Models Working Group. This includes methodology changes to EC models, model validation status, EC/Pillar 2A results and capital adequacy assessment.
- Establish aggregation processes across the Group to allow timely reporting of EC.
- Ensure high level of senior management and understanding in the process of EC capital assessment
- Accountable for writing central sections of the Group and LE ICAAP related to Economic Capital and/or Total Capital Adequacy.
- Implement processes between model owners and the ICAAP team to track the status of EC models from development to validation.
- Lead the dialogue with IVU and Model Owners in order to maintain adherence to the Large Model framework requirements in respect to Pillar 2A/Economic capital models.
- Keep track and disseminate new or changes to Pillar 2 regulation and of the self-assessment process against relevant Pillar 2 regulation.
What we're looking for:
- Economic capital expert with deep knowledge of methodologies across multiple risk types.
- Expert level of understanding of Pillar 2 regulation;
- Strong analytical ability with an eye for the detail but without losing sight of the big picture.
- Superior written and verbal communication for Board members and the regulator.
- Strong planning and organizational skills.
- Strong stakeholder management skills with the ability to prioritize tasks and manage conflicting deadlines.
- Strategic thinking with ability to drive execution.
- Resilient and self-starter.
- Prior experience in Treasury, Finance or Risk with background in Banking, Consulting, Audit or in a Financial Services Supervisor/Regulator.
- Considerable experience in developing, validating economic capital models.
- Collaborative and team player.
- Bachelors Degree (BA/BSc Hons)
- Second degree preferable (not essential)
Skills that will help you in the role:
- Expert Excel skills;
- Good understanding of capital management;
- Experience using W-Desk tool.
Where will you be working: Chennai
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