Head of Risk Methodology

The Risk Methodology Team are responsible for developing and enhancing the risk methodology across market, liquidity, operational and credit risk across the Bank.

Responsibilities:

• Support the Deputy Chief Risk Officer to ensure the firm wide risk management is running efficiently.
• Manage the Risk Methodology function by taking a hands on approach to various projects with business areas such as IT and Front Office, whilst ensuring that the Risk team are receiving the appropriate training and appraisals of their work
• Develop and enhance risk methodology for market, credit, liquidity and operational risks (risk appetite and other internal risk metrics) by taking necessary oversight on relevant IT projects.
• Review and enhance capital risk methodology
• Participate and contribute to group wide in relation to regulatory capital methodology.
• Conduct regular reviews with Risk Managers to ensure areas such as VAR, Stress Testing and back testing.