SVP, Credit Portfolio Senior Officer SVP, Credit Portfolio Senior Officer …

in London, England, United Kingdom
Permanent, Full time
Last application, 01 Oct 19
in London, England, United Kingdom
Permanent, Full time
Last application, 01 Oct 19
SVP, Credit Portfolio Senior Officer
Key Responsibilities:
  • Direct the execution strategy for Stress Testing across ICG Risk in partnership with Credit Officers, Technology, QRS, 1st Line and other key stakeholders
  • Responsible for remediating technology CAPs associated with DSFT and FXPB MRA in the prescribed timelines
  • Socialize and update stress testing technology strategy to incorporate changing regulatory, market and internal policy requirements
  • Work with technology to develop a data strategy for consistent usage of data across various risk calculations (PSE, RWA, VaR and others) and Stress Testing
  • Work with technology to develop a consistent model usage strategy (Full Revaluation, Factor Sensitivities)
  • Compare usage of reference data and services across various risk calculations for consistency and improvements in risk calculations
  • Partner with key members of ICG Business, ICG Risk, QRS and Technology to develop a cohesive strategy
Developmental Value:
  • Develop deep understanding of market products across ETDs, OTCs and SFTs
  • Develop deep understanding of stress testing requirements across regulatory bodies, geographies, market products and type of stress testing
  • Develop a strong network with ICG Business, Risk Management and Technology leaders across the globe
  • Contribute to shaping the future of technology strategy for Wholesale Credit Risk
  • Deepen understanding of day to day Risk Management
Qualifications :
  • 10+ year experience covering Risk Management, Technology and Project Management
  • Good understanding of Stress Testing
  • Good understanding of Counterparty Credit Risk
  • Broad understanding of current regulatory environment as applicable to Stress Testing
  • Broad understanding of various Markets and Securities Services products
  • Superior Communication and Influencing skills
  • Analytical individual with ability to model data and draw conclusions
  • Ability to manage multiple competing priorities with demonstrated experience in executing against tight deadlines and managing issue escalation
  • High level of personal integrity, proven dedication to excellence, leadership qualities and a flexible, creative, innovative personality
  • Bachelor's/Master's Degree, with distinguished academic achievement
Grade :All Job Level - All Job Functions ------------------------------------------------------
Time Type :Full time ------------------------------------------------------
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