FR Specialist - Financial Risk Capital and Analysis

Job description

FR Specialist - Financial Risk Capital and Analysis - hire in GJA 17 or GJA 18 The Financial Risk Capital and Analysis Chapter is part of the Global Financial Risk Framework and Controls Tribe. This chapter includes 3 pillars activities and can be divided into three main risk pillars: Market Risk Economic Capital (MREC), Financial Risk Regulatory Capital, and Financial Risk Oversight: 1. MREC pillar: - Global lead of the MREC framework and oversight. - Responsible for MREC Risk Appetite Statement (RAS), MREC reporting, forecasting and capital steering; - Enhance Business usage of MREC through streamlined RAS, centralized & simplified model landscape and effective risk insights - Model owner for the Group MREC banking book models; and - Point of Contact for the MREC topics for internal (and external stakeholders). 2. Financial Risk Regulatory Capital Pillar: - Global lead of the capital oversight in Financial Risk; - Responsible for FR Capital RAS, reporting, forecasting and overall capital steering; - Model owner for the Group MRWA banking book models, and Equity Risk Weighted Assets in the banking book; and - Point of Contact for the FR Capital and MRWA banking book topics for int...