Rothstein Recruitment
Head of Prudential Risk - ILAAP & ICAAP - Banking
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Head of Prudential Risk - ILAAP & ICAAP - Banking
Excellent opportunity opens for a Head of Prudential Risk to join a growing Bank in a senior second line leadership role, providing independent oversight across the prudential risk framework. Reporting to the CRO, you will play a key role in ensuring the bank maintains a robust approach to capital, liquidity, market and model risk management while supporting engagement with regulators and senior stakeholders.
This role offers the opportunity to:
- Act as a trusted adviser to senior management, Treasury and Finance on complex prudential risk matters.
- Lead independent oversight of capital, liquidity, market and model risk management activities.
- Shape and enhance the bank's prudential risk framework and risk appetite.
- Influence strategic decision-making through robust challenge, analysis and risk insight.
- Drive the bank's approach to prudential regulation, regulatory change and governance.
- Engage directly with senior committees and regulatory stakeholders on key prudential topics.
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Main Responsibilities:
- Provide second line oversight and challenge across capital, liquidity, market, treasury and model risk.
- Lead independent review and challenge of the ICAAP and ILAAP, including stress testing and capital and liquidity planning.
- Oversee the bank's Capital Risk framework and ensure effective monitoring against risk appetite and regulatory expectations.
- Review and challenge prudential regulatory reporting and disclosures.
- Provide oversight of Interest Rate Risk in the Banking Book (IRRBB), FX risk and derivatives-related exposures.
- Maintain oversight of model risk governance, validation and ongoing monitoring activities.
- Evaluate prudential implications of new products, strategic initiatives and material transactions.
- Support Recovery Planning and Solvent Wind-Down preparedness.
- Monitor emerging regulatory developments and provide pragmatic interpretation and guidance to the business.
- Deliver high-quality reporting and risk insights to senior management and governance committees.
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Key Requirements
- Significant prudential risk experience gained within a UK-regulated wholesale, corporate or international banking environment.
- Strong expertise in Capital Risk, ICAAP, Liquidity Risk and ILAAP from a second line risk perspective.
- Deep understanding of UK prudential regulations, including CRR/CRD and broader Basel frameworks.
- Experience overseeing regulatory reporting, stress testing and recovery planning processes.
- Knowledge of IRRBB, FX risk, derivatives and Treasury-related risk management.
- Exposure to model risk management and validation frameworks.
- Strong stakeholder management skills with the ability to influence and challenge at Executive and Board level.
- Excellent analytical, communication and regulatory interpretation capabilities.
Interested? Please apply in
Head of Prudential Risk ICAAP ILAAP Capital Risk Liquidity Risk 2LOD Second Line of Defence Wholesale Banking FX Risk IRRBB Regulatory Reporting
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