Beschreibung
For our banking client in Zurich, we are looking for aRisk Consultant/Manager - Enterprise Risk
Start date: ASAP
Interviews: preferred in person, on the th of March
Duration: 9 months
Location: Zürich
Key Responsibilities:
This roles is for a risk manager within the Risk Framework and Risk Appetite team as part of the Enterprise Risk Group.
The individual will be expected to participate in several key inter- and intra department relationships. You will be responsible for delivery of a comprehensive Risk Framework for an international bank and for the development of methodologies to establish Risk Appetite with respect to firm-wide strategic objectives. The role will be embedded within a wider team working on the risk appetite of key bank subsidiaries, ensuring an integrated bank-wide approach is in place across all legal entities
• Facing off to senior stakeholders (i.e. Treasury, Finance & Business) to explain risk metric movements
and drivers of the various models used within Risk; be able to explain risk model linkage to capital, earnings,
limit setting and the risk appetite process.
• Allocation of risk appetite from the main bank level to major subsidiaries and branches, requiring an
in depth understanding of non-consolidated balance sheet exposures
• Challenging front office business experts on their requested level of risk appetite
• Preparation of high quality presentations and analysis for a diverse audience from senior management, to
risk management committees and non-risk forums
• Researching and developing appropriate methodologies and processes to establish Risk Appetite
for the divisions, including creation of policies, procedures and risk appetites statements
• Driving work streams forward, ensuring that task owners deliver on their commitments
• Understanding movements and drivers of risk metrics down to the business line and product level, and
to be able to discuss this level of detail within Risk to ascertain the trading strategy behind such positioning
Required Skills / Experience:
Essential:
• A good understanding of broad risk measurement frameworks, including Market Risk (e.g. VaR) or
Credit Risk management as it applies to Private/Retail Banking or to Investment Banking
• Knowledge of Internal Capital Models such as Economic Risk Capital
• Understanding of balance sheet accounting consolidation/non-consolidation rules, firm-level
financial ratios and typical strategic financial objectives/targets
• Degree Level Education
• High standard of written English, and experience of producing formal documentation
• To be able to operate autonomously, to drive a project/task forward and produce an end state product
that can be presented to senior management with minimal required revision
Desired:
• Ideally, experience in limit setting and in the design or implementation of Risk Appetite and
wider Risk Frameworks, or previous experience in an Enterprise Risk function
• Proven experience within a risk or treasury department of a large bank
• Knowledge of other areas such as Liquidity Risk or Capital Management would also be useful
• Strong product knowledge across a diverse range of products
• A degree-level education (or equivalent) in a numerate discipline
• Professional or post-graduate qualifications within a relevant fields i.e. ACA/ACCA, CFA, PhD would
be an added advantage