Risk Capital Strategist
Vor 5 Tagen
As a key member of Firm Risk Management's Risk Control, Stress Testing and Capital function, we are seeking a highly skilled Risk Capital Vice President to join our team in Frankfurt, Germany.
The successful candidate will play a central role in capital requirements reporting and supporting regulatory developments, capital methodology, assessment, forecasting, and impact analysis.
- Market and CVA risk across EMEA legal entities under ECB and PRA regimes will be a primary focus.
- In addition, the Risk Capital framework for EU-based legal entities will also be managed by this role.
Key Responsibilities:
- Strategic Stakeholder Engagement
- Provide insightful commentary on capital requirements to key internal and external stakeholders.
- Represent the Risk Capital function in regulatory interactions, preparing materials and participating in meetings.
- Engage effectively with senior management and risk committees, presenting complex information clearly.
- Analyse the regulatory capital impact of large transactions and new products to support business initiatives.
- Understanding and Developing Models and Frameworks
- Maintain and develop the framework for own funds requirements calculations and reporting.
- Own the Risk Capital framework, including process and control framework, procedures, and outsourcing.
- Contribute to large regulatory projects, including internal model permission applications and CRR3 implementation.
- Participate in ICAAP and other capital planning exercises.
- Support compliance self-assessment and development of internal policies.
What We Offer:
- A competitive salary of €100,000 - €120,000 per annum.
- A unique opportunity to work with a leading global financial services firm.
- A collaborative and dynamic work environment.
- Ongoing training and professional development opportunities.
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