Head of Risk Appetite Metrics

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Job Description

Key Responsibilities:

  • Stress Testing and Risk Appetite is a part of the Quantitative Risk and Stress Testing team, and is broadly responsible for end-to-end internal stress testing, including firm-wide loss estimation for periodic (Global Systematic Stress Tests) and ad hoc (event-based) stress tests, and estimation and subsequent analysis of Risk Appetite metrics
  • The Head of Risk Appetite Metrics will help build out and lead the Risk Appetite Metrics team within the global Stress Testing and Risk Appetite team
  • The primary mandate of the newly created Risk Appetite Metrics team is to develop methodologies necessary to estimate firm-wide and business-specific stress losses, both those corresponding to specific stress scenarios as well as losses calibrated to a particular likelihood
  • The Head of Risk Appetite Metrics team will work closely together with the Scenario design team within Stress Testing and Risk Appetite, as well as with Corporate Risk Reporting to guide the estimation of losses and the assessment of Risk Appetite metrics for different businesses
  • The team’s primary clients are CRO Office and the Risk Management Executive council, as well as other senior managers within the Firm and external regulatory supervisors; as such, the Head of Risk Appetite Metrics will be expected to interact with senior Risk managers on a regular basis
  • Finally, the Head of Risk Appetite Metrics will be expected to help manage (as “matrix” reports) a growing number of Stress Testing and Risk Appetite team members in Dublin

Please send CVs to hugh.bregazzi@cpl.ie or call me on 01 - 947 6327

Apply via LinkedIn

Hugh Bregazzi

Principal Consultant 01 947 6327 Hugh.bregazzi@cpl.ie