Capital Planning Expert, VP

Responsibilities

The responsibilities of the capital planning expert are to:

Capital Planning

• Project capital adequacy based on financial and strategic planning budgets.
• Project capital adequacy on a forward-looking basis under base case and stress scenarios.
• Identify and propose opportunities for capital efficiency and future needs (quantum and type) of capital resources, including, MREL requirements and entity dividend policy.
• Formulate, approve and review stress scenarios and impacts on capital adequacy with internal stakeholders
• Identify drivers of capital adequacy against capital risk appetite metrics.
• Perform impact analysis on capital adequacy against capital planning actions.
• Produce accurate and timely internal presentations.
• Produce detailed documentation to support assumptions, judgements and methodologies used to create forecasting models working with Capital Modelling.
• Contribute to Capital Adequacy Statement and ICAAP exercises.
• Ensure adherence to model governance, model controls and EUC standards.
• Support Recovery and Resolution Plan yearly exercises, for example impact assessment of recovery options and forecast recovery capacity.

Capital Budgeting

• Validate capital requirements under base case and stress scenarios against business plans.
• Calibrate required internal monitoring metrics and thresholds for risk appetite.
• Identify and make recommendations where business plans exceed capital risk appetite metrics.

Profile require

dThe role holder should be a prudential regulation or risk professional; a subject matter expert with a breadth of knowledge in both the technical and procedural aspects of capital management; passionate about regulation; and able to operate at a high standard in a highly dynamic environment

.Skills and experience requirements include

• :Minimum five (7) years' experience in finance or risk departmen
• tExperience with prudential regulatory requirements under CRR in the U
• KExperience with capital planning and forecasting under ICAAP framewor
• kKnowledge of counterparty credit risk and related capital metric
• sKnowledge of balance shee
• tExcellent communication, interpersonal, and structured thinking skills, with an ability to operate with minimal oversight
• .Sound numerical ability skills
• ;Analytical skills
• ;Experience programming in VBA , R and Python would be an advantag