Basel II/III; IFRS 9; ICAAP; ILAAP; Stress testing; Climate risk; Recovery Plan; Resolution Pack; Basel 3.1; Operational Risk Economical Capital; Risk Appetite; PL SQL. - Monitor and oversee key Prudential Risk processes such as capital and liquidity forecasting, funding planning, and stress ...more

Basel II/III; IFRS 9; ICAAP; ILAAP; Stress testing; Climate risk; Recovery Plan; Resolution Pack; Basel 3.1; Operational Risk Economical Capital; Risk Appetite; PL SQL. - Monitor and oversee key Prudential Risk processes such as capital and liquidity forecasting, funding planning, and stress testing - Conduct assurance and testing of Treasury and Finance functions on prudential risk management topics including liquidity risk, IRRBB, FX risk, and wholesale credit risk - Assist in developing and overseeing Prudential Risk policies to ensure implementation and effectiveness - Co-ordinate delivery of Internal Capital Adequacy Assessment Process (ICAAP), Internal Liquidity Adequacy Assessment Process (ILAAP), and Recovery Plan and Resolution Pack (RRP) - Prepare and present Prudential Risk Management Information reporting to Management & Board Committees - Analyse and report emerging trends/regulatory changes, assessing their impact on the bank - Formulate and communicate the Risk Appetite Statement, aligning risk tolerance with strategic objectives. - Prepare a comprehensive ALCO packs and presented key findings in committee meetings.less