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Capital Adequacy Specialist - (ICAAP)

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Salary £60k to £65k
Type Permanent
Location London
Sectors Finance & Accountancy
UK & Regional
Credit & Risk Management
Job Reference T81/LAS/32408
Contact Luke Adams
Date posted 15-08-2019

BRUIN are currently working with a top tier Investment Bank in their search for someone to join their Finance team with a strong understanding of ICAAP and Stress Testing. The successful candidate will gain exposure to a wide variety of business lines and be part of key projects within the firm.

Key Responsibilities:
• Deliver firm economic capital assessments – Assess broad range of risks faced by legal entities
• Assess vendor provided macro-economic stress scenarios, and propose possible scenarios to the Capital and Stress Testing Committees
• Contribute to the performance of internal and regulatory stress tests
• Participate in projects to further develop the stress test processes including reverse stress testing and leading the improvement of risk models
• Participate in end to end enterprise wide stress test process to quantify the capital impacts of various stress scenarios
• Organise the ICAAP production, contribute to sections of the ICAAP document and support production of other ICAAP sections as required
• Contribute to sections of the RRP document and support production of other RRP sections as required

Key Skills & Experience:
• Experience with ICAAP and economic capital stress testing within a regulated institution
• Professional Services or Consulting background preferable
• Strong MS Excel skills
• Must be able to effectively communicate complex information and recommendations to both technical and nontechnical audiences

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Contact Luke about this job

Associate, Consultant