Portfolio Risk and Economic Capital Analyst

The Portfolio Risk and Economic Capital Analyst will be reporting into the Economic Capital and Portfolio Risk Manager, the role will have the following key responsibilities

· You will be responsible for the operational delivery of the Economic Capital activity across all data,

assumptions, and modelling updates & forecasts, 3rd parties, ensuring the delivery timetable adheres to

agreed governance with all stakeholders aligned.

· You will maintain in-depth knowledge of the business model to steer the internal

application of the Economic Capital activity across all relevant major and emerging risks; residual value,

insurance, treasury, credit, operational and climate risk

· You will have a detailed knowledge of relevant external benchmarks, economic capital models, theory

and regulatory capital to proactively challenge and develop our capital model positioning

· You will translate the model outputs to business outcomes, formulating a comprehensive understanding

of the implications of key decisions to inform senior management

· You will challenge, propose and implement enhancements and developments to improve our approach to

data, modelling, risk capture, communication and awareness, and ensure our tools and systems support

our business focused outcomes.