Capital Modelling Implementation Manager

www.findapprenticeship.service.gov.uk - Jobboard; London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A financial institution in London is seeking a Capital Modelling Implementation Manager to drive balance sheet management strategies and implement new regulatory models. The role includes liaising with stakeholders, reviewing internal models, and providing insights on capital efficiency. Successful candidates will have experience in banking, credit risk modeling, and strong communication skills. This is a collaborative environment focused on strategic impact.

Qualifications

• Experience in balance sheet management or modelling implementation.
• Ability to assess impact of changes on business portfolios.
• Industry experience in regulatory banking environments.

Responsibilities

• Design and develop balance sheet management strategies.
• Implement the bank’s new wholesale models and frameworks.
• Review and challenge internal capital models for effectiveness.
• Provide actionable insights on model performance.
• Analyse portfolios for capital efficient options.
• Liaise with stakeholders for compliance and risk management.
• Maintain governance and operational processes for optimisation.

Skills

Balance sheet management

Portfolio tools and techniques

Regulatory and commercial banking experience

Credit risk model understanding

Excellent communication skills

Problem-solving skills

Job description

Join us as a Capital Modelling Implementation Manager

• This is an intellectually challenging role, where you’ll contribute to the design and development of balance sheet management strategies and execution for portfolios across our Commercial & Institutional (C&I) business
• You’ll be implementing our strategy by supporting the move to the next generation of capital regulation rules and models from an implementation perspective
• This is an opportunity for you to join a collaborative team, where you’ll be liaising with different areas of the business to broaden your network and raise your profile in the bank

What you'll do

In this key role, you’ll be driving forward the strategic agenda for balance sheet management along with supporting the successful implementation of the bank’s new wholesale models, early warning apparatus and override framework.

In addition, you’ll partner with origination teams and provide subject matter expertise to the structuring, execution and in-life management phases of transactions as well as acting as regulatory capital contact for key business issues.

We'll also look to you to:

• Review and challenge our internal capital or impairment models ensuring they are fit for purpose
• Providing actionable MI on all aspects of model monitoring and performance
• Analyse the portfolio to assist colleagues across the team and stakeholders across the business to produce advice and guidance for teams on capital efficient structuring options
• Ensure RWA benefits and costs are materialised through pro-active management of capital initiatives and data quality remediation
• Provide input to balance sheet, capital, sector and asset class budgeting and forecasting
• Liaise with stakeholders ensuring compliance with balance sheet governance, and proactive identification, effective management and escalation of risks to support delivery of key customer outcomes
• Maintain internal policy governance and operational processes to deliver balance sheet optimisation

The skills you'll need

To be successful in this role, you’ll need experience of balance sheet management and portfolio tools and techniques or experience of working in a modelling implementation function or a related quantitative function.

We’ll also look for the ability to work closely with colleagues to assess impact of external and internal changes on the business portfolios.

You’ll also demonstrate:

• Industry experience gained in a regulatory and commercial or investment banking environment
• A high-level understanding of credit risk model formulation, implementation and regulatory rules
• An understanding of data lineage from source to disclosures across the wholesale customer journey and the cash flow dynamics of typical banking book products
• Excellent communication and interpersonal skills to build relationships with internal stakeholders and customers with the ability to translate complex topics into simple, easily understood concepts
• Excellent problem-solving skills and the ability to identify alternative solutions