Requirements

• Significant experience in prudential risk, capital management, or a related quantitative risk discipline within financial services, gained in a second-line, regulatory, or specialist advisory capacity
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• Deep, hands-on knowledge of MIFIDPRU and the ICARA process, including capital adequacy assessment, wind-down analysis, and stress testing
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• Proven track record of developing and maintaining capital models and quantitative risk methodologies, with strong model governance practices
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• Experience preparing regulatory submissions and engaging directly with the FCA or PRA on prudential matters
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• Demonstrated ability to partner with Finance on capital planning and forecasting processes
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• A relevant professional qualification (e.g. CFA, FRM, ACA, or equivalent) is advantageous but not essential
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• Quantitatively strong — comfortable building and stress-testing models, interpreting outputs critically, and communicati...