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Enterprise Risk Analyst

Salary £60k to £70k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/AXC/30826
Contact Aaron Crowley
Date posted 08-02-2019

Strategic Risk Analyst

The successful candidate will be a member of the Strategic Risk team of a US Investment Bank based in London. The role requires the applicant to have a good understanding of the prudential regulatory framework and preferably have previous experience of stress testing and scenario analysis, and capital modelling. The candidate should also have knowledge of investment banking business models and capital market products.

The key responsibilities are:
• Assisting in the development of entity-wide stress testing scenario analysis (including Pillar 2B scenarios, reverse stress testing scenarios, recovery plan scenarios, and solvent wind-down planning exercises). This includes maintenance and execution of the capital planning model;
• Supporting the ICAAP Documentation, including ongoing review and enhancement of Pillar 2A methodologies;
• Developing and maintaining risk capital models including credit risk, operational risk and interest-rate risk in the non-trading book capital models;
• Assisting in the coordination of the analysis to support the maintenance of the Recovery Plan and Resolution Information and the production the submissions;
• Collating and distributing management information (MI) in respect of internal capital assessments and recovery indicators to senior management and the risk oversight committees;
• Providing updates on regulatory and risk developments and publishing a regular communication email to stakeholders across the firm;
• Supporting the maintenance and ongoing enhancement of the firm’s Risk Management Framework (RMF) and supporting documentation (e.g. Risk Appetite Framework, Stress Testing Framework);
• Assisting in the coordination of the Stress Testing Steering Committee and the delivery of the Stress Testing Programme;
• Managing the ongoing review and maintenance of Risk Policies and Procedures; and
• Supporting other risk projects

To enquire or apply please email

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Contact Aaron about this job

Director, Credit & Risk Management