Vice President - Risk Management - BFS

Vice President- Risk Management- BFS

Provide expertise in Asset Management Risk for analytic solutions and manage the development of risk analytics framework for investment risk oversight as a long term solution - including but not limited to:

- Understanding model limitations, calibrations and assumptions

- Perform ongoing model monitoring, performance and validation

- Undertake back-testing, exception management and remediation

- Develop a suitable data quality framework to assess the appropriateness of model inputs

- Undertake ad hoc reviews, provide risk attribution, sensitivity, stress and 'what-if' scenario analysis reporting

- Work with local Risk and independent model review teams to address their model related queries

- Document and manage instrument pricing models, evaluate required fields and the availability of data from either internal sources and/or preferred external suppliers

- The Risk Manager is a pivotal support role for the Risk Global team.

- The role holder will be required to develop a strong understanding of the various risk models used by Asset Management, support end-to-end risk analytic production processes and assist with the compliance of relevant internal model governance requirements.

- Work with third-party model providers, internal model developers and data providers to test new products in UAT and transition them into production.