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Job Vacancy Details

Capital Risk Manager

Commercial Bank

London Canary Wharf

Permanent ⁄ £50000 - £60000

Updated August 9, 2008

To embed the Economic Capital framework and Basel II capital calculations in the decision making processes throughout the relevant business areas and ensure targeted continuous improvement to data, application of methodology and coverage.
To assist the relevant business areas with the calculation, reporting and forecasting of Economic Capital and Basel II capital. Provide robust and challenging review of the Economic Capital and Basel II capital results.
To provide challenge to and inform choice of relevant business areas strategic options and business activity through articulating the implications for risk taking and economic capital.

Who we're looking for
- Good analytical skills
- Excellent stakeholder management skills
- Advanced and persuasive negotiation skills
- Organisational/political awareness
- Ability to build relationships at all levels in the organisation
- Excellent communication at both specialist (technical) and generalist (business) levels.
- Ability to translate business problems into an appropriate modelling framework and environment and to assess the degree of rigour/confidence levels required around the output.
- A strong conceptual grasp of Economic Capital and Basel II capita risks relevant to business area and the ability to size and prioritise risk analysis/development work according to the underlying risk.
- Fluent in statistical concepts and ability to identify the crucial assumptions and limitations within a complex technical argument/presentation.
- Strong written and verbal communication skills.

Essential
- Understanding of banking environments from credit risk perspectives and the underpinning business strategies.
- Excellent understanding of market risk and the underpinning business strategies.
- Knowledge of modelling techniques used in quantification of credit risk and their associated limitations.
- Awareness of risk mitigation and risk transfer tools/techniques.
- Awareness of Basel II and Economic Capital for credit risk.