Senior Leader – ICAAP & Economic Capital Methodology and Board facing role

Key responsibilities

• Ownership and communication of detailed requirements and instructions for EC / Pillar 2A risk assessments for the ICAAP, to EC model owners across Group and LE’s and functions.
• Accountable for providing technical guidance, advise and review EC/Pillar 2 A  calculations and guide the model owners for fitment of the models as per the regulatory requirement.
• Lead delivery of content and agenda for the EC Capital Models Working Group.
• Establish aggregation processes across the Group to allow timely reporting of EC.
• Accountable for writing central sections of the Group and LE ICAAP related to Economic Capital and/or Total Capital Adequacy.
• Keep track and disseminate new or changes to Pillar 2 regulation and of the self-assessment process against relevant Pillar 2 regulation.