Enterprise Financial Risk Capital Risk Sr. Specialist
Core
Provides independent risk oversight and advice on capital adequacy, risk management policies, and regulatory compliance for the Line of Business.
Role type
Senior IC enterprise financial risk specialist (capital risk)
Builds
Independent risk assessments, capital calculation testing, and risk monitoring frameworks
Domain
Banking / Financial Risk Management
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure
Required skills
Capital risk management, stress testing, regulatory rule interpretation (Basel 3 Endgame, Fundamental Review of Trading Book), risk framework execution, capital calculation testing, risk appetite limit review, market risk analysis, documentation of risk reviews
Preferred skills
Knowledge of Basel 2.5 market risk capital rules, understanding of trading exposures and risk-weighted assets, ability to challenge front-line processes
Technologies
MS Word, PowerPoint
Responsibilities
Review and challenge capital rule implementations and regulatory compliance; Assess key drivers in trading exposures and market risk risk-weighted assets; Conduct capital impact analysis for new products and transactions; Execute independent risk reviews and risk assessments of front-line processes; Draft and communicate executive and committee messaging on risk matters; Support corporate-wide risk initiatives and regulatory changes
Seniority
Senior, hands-on IC
