An industry leading investment bank is looking to add an experienced VP to their Strategic Enterprise Risk and Capital Planning Team. This is a unique team that sits between the 2nd and 3rd lines of defense and is accountable for validating core Firm Risk Management Processes across Market, Credit, Operational and Liquidity Risk. This individual will validate how the firm is calculating RWA and risk-based capital calculations across all financial risk stripes. After validation, the team is focused on CCAR submissions, capital planning and process testing to improve the banks approach to risk management. Additionally, this will be a management role leading a small team of analysts and associates.
The ideal candidate will have 8+ years of experience in financial services and a strong risk background, and excellent communication skills are required.
- Perform independent validations of select Risk processes, support planning and execution of CCAR and FR y-14q validation program
- Assist in in annual planning, management of scope inventory and identification of key emerging risks
- Leverage testing observations to contribute to improving the team's validation methodology and execution capabilities
- Manage a small team of direct reports focused on methodology and process improvement
- Communicate with key business stakeholders on status and results of validation work
- Leverage leadership and Project Management skills to manage daily interaction with external regulatory stakeholders
- 8+ years of experience with strong Risk background
- BA/BS is required
- SOX/financial statement Audit or Risk-Based Internal Audit experience is preferred
- Experience working at a Bulge Bracket Bank or Big 4 Consulting firm is preferred
- Excellent communication skills and prior leadership is required