An American Investment Bank is building out a new wholesale credit risk appetite team based in NY. This team is searching for an individual who will be leading the transition to the RWA target operating model in addition to designing and implementing roadmaps, developing processes for data parameters and RWA calculations, owning model output results and providing relevant training to junior members on the team.
Ideally, the bank is looking for a senior risk professional with 8+ years of experience, strong knowledge on RWA or BASEL, and strong project management skills.
- Conduct reviews of the current state of advanced model processes
- Identify gaps to regulatory expectations
- Design and implement processes for data parameters
- Develop procedures to provide support of inputs into RWA calculation process
- Plan implementation roadmap and drive the execution with engaged stakeholders
- Oversee model development and change process
- Review Basel capital return analysis and impacts of new regulations
- 7+ years in Risk Management / Internal Audit
- Strong understanding of RWA processes/framework
- Strong communication skills
- MBA, CFA and/or CIA