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This is a hybrid role working 3 days in the office (City of London location) and 2 days working from home.
Role Purpose:
To support the Head of Prudential Risk in the day-to-day monitoring and management of prudential risk.
Responsibilities:
Capital
Own the Bank's Pillar 2a credit stress testing and write the relevant sections of the ICAAP Own the Bank's Pillar 2b credit stress testing to derive the Pillar 2b Credit Risk assumptions Recovery Planning
Own the Bank's Recovery Plan models Provide assessment of recovery measures and take into account linkages between the Recovery Plan, the ICAAP, and ILAAP Ensure compliance with internal / external policies and definitions and adhere to regulatory requirements Regulatory Developments
Follow and analyse prudential regulatory developments and comment on proposed changes Model Risk Management
Ensure that all Prudential Risk models are compliant with the Model Risk Management Policy Organise workshops in line with the Model Risk Management policy to ensure that the Credit Risk models remain fit for purpose Skills and Experience sought: Detailed understanding of liquidity, capital and recovery planning requirements Experience in preparing ICAAP, ILAAP, and RRP documents Knowledge of LCR, NSFR, and Liquidity Funding Plan Good understanding of stress testing processes and approaches Ability to analyse banking products, to identify the key risk factors and develop appropriate stress testing parameters Good project management skills Attention to detail and a high level of accuracy Commercially astute with analytical mind and approach Technical Knowledge sought: Familiarity with the PRA capital and liquidity prudential requirements Strong organisation and analytical skills with an attention to detail Excellent Microsoft Office skills (Word, PowerPoint, Excel) Strong data skills i.e. awareness of system databases and data warehouses and the ability to interact with them via SQL, VBA and/or data visualisation and modelling tools (e.g. Pandas, Power BI etc.) Remuneration and Benefits: Competitive Salary and Bonus package 26 Days Holiday 2 Wellbeing Days Contributory Pension Life Insurance / Income Protection / Critical Illness cover Private Medical Insurance Season Ticket Loans Excellent career development opportunities and where appropriate sponsorship of a relevant qualification
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Own the Bank's Pillar 2a credit stress testing and write the relevant sections of the ICAAP Own the Bank's Pillar 2b credit stress testing to derive the Pillar 2b Credit Risk assumptions Recovery Planning
Own the Bank's Recovery Plan models Provide assessment of recovery measures and take into account linkages between the Recovery Plan, the ICAAP, and ILAAP Ensure compliance with internal / external policies and definitions and adhere to regulatory requirements Regulatory Developments
Follow and analyse prudential regulatory developments and comment on proposed changes Model Risk Management
Ensure that all Prudential Risk models are compliant with the Model Risk Management Policy Organise workshops in line with the Model Risk Management policy to ensure that the Credit Risk models remain fit for purpose Skills and Experience sought: Detailed understanding of liquidity, capital and recovery planning requirements Experience in preparing ICAAP, ILAAP, and RRP documents Knowledge of LCR, NSFR, and Liquidity Funding Plan Good understanding of stress testing processes and approaches Ability to analyse banking products, to identify the key risk factors and develop appropriate stress testing parameters Good project management skills Attention to detail and a high level of accuracy Commercially astute with analytical mind and approach Technical Knowledge sought: Familiarity with the PRA capital and liquidity prudential requirements Strong organisation and analytical skills with an attention to detail Excellent Microsoft Office skills (Word, PowerPoint, Excel) Strong data skills i.e. awareness of system databases and data warehouses and the ability to interact with them via SQL, VBA and/or data visualisation and modelling tools (e.g. Pandas, Power BI etc.) Remuneration and Benefits: Competitive Salary and Bonus package 26 Days Holiday 2 Wellbeing Days Contributory Pension Life Insurance / Income Protection / Critical Illness cover Private Medical Insurance Season Ticket Loans Excellent career development opportunities and where appropriate sponsorship of a relevant qualification
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