Head of Capital Risk Control (Full-Time) (f/m/d)

Tasks

• Monitor exposures against the tolerances defined by the BoD and ALMCo.
• Critical review, challenge, and submission of proposals to the relevant approval authorities regarding the selection of scenarios and projections of selected balance sheet and income statement drivers that have a significant impact on credit and market risks in the annual capital planning process.
• Critically reviewing, challenging, and submitting proposals to the relevant regulatory authorities regarding projections for determining remediation measures and their effectiveness. Supporting discussions with the regulator in collaboration with the first line of defense.
• Monitoring and evaluating capital risk management activities and verifying that the risk profile aligns with the agreed-upon strategy.
• Propose and maintain a formalized control framework and related policies.
• Coordinate the activities of the second line of defense and involve other functions (not limited to units of the second line of defense) to bring in relevant expertise and ensure comprehensive assessments.

Recovery and Resolution Plan

• Critical review, challenge, and submission of proposals to the relevant regulatory authorities regarding planning documents, early warning indicators, recovery thresholds, scenarios, and recovery options for determining remediation measures and their effectiveness.
• Supporting discussions with the regulator in collaboration with the first line of defense.

Requirements

• Strong analytical skills for analyzing complex financial data and making informed decisions.
• Excellent communication and presentation skills to explain complex information to a variety of audiences.

We offer