Head of Capital Risk Management - Selby Jennings

A leading Investment Bank in NYC who has significantly grown their Treasury and Risk function over the last 12 months is looking to hire a Head of Capital Risk Management to lead their 2nd line Capital Management Oversight function.

This individual grow and lead a small team and provide Capital Risk Oversight over the firm's activities in relation to the banking book, markets activity, and lead initiatives relating to the firm's buildout of their Capital Risk Team.

The firm is targeting individuals with 10 years working in a 1st or 2nd line role in Capital Management/Capital Risk. This firm is known for having some of the best culture and work life balance on the street, and prides itself on maintaining these standards.

Responsibilities:

• Development of the firmwide Capital Risk framework
• Maintain and develop Stress Tests to evaluate the effectiveness of the Capital Risk Framework
• Monitor and evaluate various metrics related to Capital like RWA, Stressed RWA
• Engage with internal and external regulators and lead the firm's regulatory initiatives
• Engage with the first line of defense on reviewing and challenging assumptions and methodologies around stress testing, capital planning, and other initiatives
• Work with first line partners to review and interpret US Capital Rule, ensuring proper interpretation and implementation
  
  
  

Qualifications:

• 10 years working in a 1LOD or 2LOD Capital Management
• Familiarity with RWA, and other Capital Risk Metrics (Market Risk SA-CCR)
• Strong understanding of US Capital Rules and other regulations like Basel III, IV
• Ability to work with large data sets, and perform quantitative analysis
• Deep understanding of US Regulations for Capital Management, Balance Sheet Management, and Capital Adequacy