VP- Model Strategy & Oversight

I am currently working with a major International Investment Bank, and they are looking to build out their Model Strategy and Insights team at both the AVP and VP levels. This team sits within the broader Regulatory Capital Oversight function directly supporting Treasury, Enterprise, Credit and Climate Risk. In this role, you would be accountable for advising the business on US regulatory capital requirements, delivering high quality capital analysis, overseeing relevant risk and stress-testing models, and improving the teams overall RWA calculations.

This team is a newer build out, and will have strong visibility to upper management, as well as upward mobility opportunities moving forward. This team is part of a larger, long-term function for the bank, as the team's coverage will play an important role in the bank's overall liquidity and product controls.

Responsibilities:

• Assist in establishing a governance risk framework for treasury, enterprise, credit and climate risk for regulatory capital calculations
• Advising the business on US Capital requirements from an RWA perspective
• Deliver high-quality capital analysis as the regulatory landscape gradually changes
• Engage with various lines of business and senior stakeholders on regulatory capital work-streams and initiatives
• Participate in presentations to C-suite execs pertaining to Risk capital and regulatory capital requirements and its impacts on treasury, enterprise, credit and climate risk LOBs

Qualifications:

• 5+ Years of Experience at a Major Financial Institution
• Very strong understanding of US Regulatory Capital requirements and awareness of future regulations
• Experience with regulatory capital calculations, as well as a working understanding of models pertaining to RWA and regulatory standards