Capital Stress Testing Risk Manager
London, United Kingdom
Confidential
Firm's internal capital assessment. Capital models cover market risk, issuer risk, counterparty risk, settlement risk, operational risk, business risk; Undertaking entity-wide stress testing and scenario analysis and supporting the stress testing infrastructure of the wider Jefferies Group across risk disciplines; Assessing Group's Portfolio risk across … down/firm-wide reporting and key metrics with focus on concentrations and diversification; The implementation and maintenance of the Risk Management Framework, Stress Testing Framework, Risk Appetite Framework (including risk appetite definition and calibration), Country Risk Framework, Business Model Analysis, and Risk Strategy and Governance of Jefferies Group … and strong understanding of risk management frameworks; Developed, maintained and/or executed one or several of the following components: economic capital models; stress testing and scenario analysis; capital planning and allocation; regulatory capital assessments. Analytical and numerate, comfortable managing financial data and MI, with strong excel/coding more »
Posted: