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Risk Measurements Director (Capital/Impairment) - Bank - London

Job Title: Risk Measurements Director (Capital/Impairment) - Bank - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £140000.00 - £160000.00 per annum
Reference: BBBH19807_1539341805
Contact Name: George Marks
Contact Email: george.marks@twentyrecruitment.com
Job Published: October 12, 2018 11:56

Job Description

Twenty Financial Services are conducting a search for a Risk Measurement Director for a Tier 1 Bank in London.

The main focus for the role will be to set the direction of the team covering impairment and RWA calculation, impairment and capital analysis, forecasting, stress testing and risk appetite.

Responsibilities:

  • Lead the impairment and capital measurement process and report the analysis of this to key stakeholders
  • Deliver capital and impairment reporting for regulatory requirements such as IFRS9 and CRD IV/Basel
  • Develop a team of quantitative individuals working on capital and impairment models
  • Maintain a robust control environment, keeping alignment with internal policies.

Skills required:

  • Experience at a senior level within capital and impairment
  • Quantitative background and experience with statistical methods used for developing or validating credit risk models
  • Proven experience of leading a team and setting strategic direction
  • Strong understanding of the standards and regulations effecting capital and impairment - IFRS9 and CRD IV
  • Desirable to have a background covering wholesale or wealth management portfolios but retail will also be considered