• Providing an advisory role across market risk management focusing on governance and compliance
• Providing oversight, challenge and assurance for regulatory requirements with a focus on the UK and EU requirements.
• Assessing new market risk relevant regulatory requirements such as FRTB, CRR2 and particularly those impacting internal capital model(IMA)
• Submitting market risk capital model change related applications to the UK and EU regulators
• Development and review of EMEA Risk Management policies and procedures
• Managing or presenting at the relevant EMEA Risk Management Committees
• Managing the PRA regulatory relationship including coordination of regulatory visits and responses to PRA feedback
• Ad-hoc initiatives, including development and implementation of the Risk Management Framework.
• Business knowledge of capital markets (sales and trading)
• Prior experience in market risk management or governance roles within a leading Financial markets business