Vice President – Market Risk Regulatory Capital recruitment

Responsibilities:

• Provide oversight of Revised Basel II market risk initiatives  from a methodology and practical application standpoint

• Leadership on capital, identify key regulatory changes and communicate to senior management

• Active participation in industry impact studies

• Involve in application submission to regulators for new and amended market risk models

• Manage regulatory visits relating to risk management and coordinate responses to regulatory queries

• Work with Business Unit risk officers to optimize capital usage

• Review transactions and assess capital impact upon Business Unit requests

• Liaise with Risk Managers to identify and resolve risk issues that impact capital

• Partnering with Regulatory Controllers and Treasury to aid in strengthening and promoting the Basel Reform framework

• Represent Market Risk at cross-functional working groups

• Engage in extensive project work to develop regulatory processes

Requirements:

• 7+ years financial service experience in a multi-disciplined risk management

• Thorough understanding of Basel I and Revised Basel II rules and regulations, accounting principles relating to the securities industry

• Must understand the implications of current and proposed regulatory requirements relating to risk management and advise on appropriate actions

• Experience in a highly regulated environment and working with regulators; experience of working on regulatory model applications for VaR is advantageous

• Solid in quantitative and analytical disciplines, ability to absorb new concepts quickly, analyze implications and make practical recommendations

• Knowledge of financial products is essential, including an understanding of risk greek representation

• Possess strong verbal and written communication skills and be able to develop quality working relationships

• Fluency with MS Excel and experience with VBA; more generally, the candidate needs to be comfortable using many different tools to obtain and understand risk information

• Bachelors/Masters in a quantitative discipline

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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