Capital Modelling Specialist
The Capital Modelling Specialist will work in the following areas;
• Operating and business models, including corporate and business restructuring
• Risk infrastructure, including operational risk management, IT, outsourcing and business continuity risks
• Asset and liability management and liquidity risks; and
• Capital Management
The day to day role of the The Capital Modelling Specialist will involve;
• To continue the development of the Capital Modelling tool to support any Stress Testing initiatives and to develop other analytical tools.
• Be recognised across the organisation as the focus point of the Capital Modelling tool.
• Be the point of contact for colleagues in the Risk Architecture department to ensure the Capital Management Team requirements are built into the Stress Testing Platform and to influence the future development of the Capital Modelling and Stress Testing capability.
• Engaging with colleagues across the organisation to undertake capital modelling/stress testing of firms' forward looking capital position, taking inputs from a variety of specialists and synthesise analysis to draw out key conclusions on individual firms and contribute to cross industry analysis
• Assessing firm capital data planning submissions. Often data submissions maybe incomplete requiring expertise and experience in resolving outstanding issues through discussions with firms in order to meet scheduled completion dates.
The Ideal candidate will have
• A good degree in a quantitative subject and may well have a further post-graduate or professional qualification.
• A strong working knowledge of the following, Risk Management in Banks, Financial modelling and strong spread sheet skills - VBA is desirable but not essential, Stress testing approaches and methodologies.
• Demonstratable experience of delivery of financial planning in a bank or financial services consultancy firm
• A track record of having built financial models in either Excel or specialist software and an understanding of system development
• A track record of a probing approach in your work in challenging, difficult or high level contexts, being able to provide analysis to support sound and defensible judgements in complex situations
• An understanding of the risk subject in its relation to the real world by expressing complex subject matter in terms accessible to a wider public and senior management, both verbally and in writing.
• A commercially astute nature and an up to date understanding of the latest developments within the banking industry, regulatory requirements and financial markets and how these may impact the financial planning or stress tests of firms.
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