Director/VP, Capital, Stress Testing and Business Risk
You will be responsible for assisting the CRO
ICAAP, Internal Stress Tests and Recovery Planning
About Our Client
The company is the investment banking arm of a large international bank
Capital and Stress testing Responsibilities:
- Provide oversight on the capitalization of the company.
- Coordinate the NWM NV Stress Testing Program and provide challenge and assist in producing the quantitative elements of the stress tests, working across Finance, Risk and FO in Amsterdam.
- Responsible for production of governance papers on the process for various committees.
- Contribute to the assessment of large deals by providing expertise on how these would be affected by stress.
- Have standard accountabilities for management & oversight of risk. Works collaboratively with others.
Business Risk Responsibilities:
- Oversight on the planning, execution and reporting of the business unit's performance. Ensure the documentation of key processes and internal controls are in place.
- Ensure an adherence with the Enterprise Risk Framework, internal guidance and risk management professional standards.
- SLOD oversight on the P&L and Asset Projections of the various business units and the functions. Provide an outlook and challenge to revenue projections on the basis of the market dynamics, industry life cycles and the risk factors associated with the Economy, Industry & the Product class.
- SLOD oversight on the credit ratings of NatWest Markets NV
- Work closely with other areas of the Bank, as F&RS, T&FS, Treasury, Portfolio, Coverage, Products, Legal, Tax, Compliance and Back-Office supporting NWM NV to understand the business risk challenges.
- Ensure the reporting of the Business risk parameters and monitor business performance with respect to established risk indicators. Provide an oversight on the risk appetite reporting for business risk, earning risk and capital risk.
- Identify emerging risks and risks associated with new products/ services/ markets or changes to existing products/ services/ markets. Managing specific risk situations, producing regular risk management information and maintain databases.
- Provide a risk oversight on the various transition programs also development of informative reporting materials and provide insights to the Senior Risk Management.
The Successful Applicant
What are the skills, knowledge and experience needed to do the role?
- Expert technical knowledge of Treasury, Trading & Investment banking products and their risks, balance sheet management techniques, hedging actitivities, risk and capital models and market risk capital accross pillar 1 & 2.
- Prior experience in a Risk management and/or a Trading role. Experience on ICAAP.
- Experience at challenging FLOD Treasury/Business activities using robust fact based arguments and confidence to engage with senior management/executives while displaying commercial awareness.
- Strong analytical skills. as well as a need for thoroughness, ability to prioritise, meet deadlines and attention to detail.
- Proficiency in systems, risk methodologies and measurement techniques and related models. Advanced software and data analysis skills is advantageous.
- Ability to work to tight deadlines and under pressure.
- Strong written and verbal communications skills, with the ability to effectively liaise with all levels with the business. Ability to clearly communicate quantitative concepts to Senior Management and Executive forums and committees.
- Able to use appropriate influencing techniques to win active support and commitment to recommendations / proposals.
- Confident, self motivated and good team worker.
What's on Offer
- Chance to work in a fast paced, challenging environment
- Competitive Salary Package