SVP Enterprise Risk Analytics - Risk Appetite SVP Enterprise Risk Analytics - Risk Appetite …

Selby Jennings QRF
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
A bulge bracket bank is looking to hire an SVP level candidate to work in Risk Capital, who will be responsible for working on Risk Appetite Ratio and Risk Appetite Surplus, which are particularly important quantitative measurements to the firm's Risk Appetite Framework.

A bulge bracket bank is looking to hire an SVP level candidate to work in Risk Capital, who will be responsible for working on Risk Appetite Ratio and Risk Appetite Surplus, which are particularly important quantitative measurements to the firm's Risk Appetite Framework. There is a growing regulatory focus on this Framework, and it will be and Risk Capital based limits will be integral to the Bank's risk management framework. As a part of the Bank's Enterprise Risk Management organization, this responsible will be a key leader in the space, developing and executing agendas for this organization.

Key Responsibilities Include:

  • Developing/Enhancing the enterprise Risk Appetite and Risk Return framework
  • Leveraging economic capital and stress testing analytics capability to develop a methodology on how to setup capital based limits for various levels of the firm's hierarchy
  • Developing and sponsoring risk-based return methodology and metrics, capital and stress loss allocation methodology in support of enterprise risk management needs
  • Having ownership of the Risk Appetite and Risk Return Report
  • Performing diagnostics and analysis on reported metrics
  • Owning the Risk Appetite limit measurement and Risk Return methodology document and requirements
  • Working with quantitative developers, model risk management, IT and various stakeholders on the methodologies' implementation and testing
  • Leading and training junior team members

Qualifications Include:

  • At least A Masters degree in a quantitative discipline, such as Finance or Economics
  • At least 7 years of experience in risk management, particularly in Enterprise Risk Management and risk appetite/risk return framework
  • Strong communication, interpersonal, and presentation skills
  • Strong attention to detail and strong analytical skills
  • Knowledge of Risk Capital
  • Quantitative modeling experience and strong hands-on technical skills are appreciated but not required

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