The following skills and experience are required for this role: Educated to degree level; At least 2+ years of experience in the financial services industry with a strong understanding of investment banking business models, risk management principles and frameworks across a variety of financial products including fixed income and equity (cash and derivatives); Developed, maintained and/or executed several of the following areas: stress testing and scenario analysis; economic capital models; portfolio risk management; capital planning; risk appetite calibration; risk taxonomies; Grasp of US prudential regulatory requirements applicable to banks and investment firms; Good written and oral communication / presentation skills; Analytical and numerate, comfortable managing financial data and MI, with strong excel / coding skills; A team player, comfortable working in a dynamic and evolving environment; Ability to work independently and assume responsibility for project deliverables. Supporting the development and maintenance of economic capital models, including internal risk-based capital, and supporting the quarterly and annual capital adequacy assessment process; Supporting the development, maintenance and analysis of entity-wide stress testing scenarios (including market risk, credit counterparty and settlement risk, business risk and reverse stress testing); Supporting the assessment of Group's Portfolio risk across business lines, through the implementation of enhanced top down / firm-wide reporting and key metrics; Supporting the maintenance and ongoing enhancement of the Group's Risk Management Framework, Country Risk Framework and Risk Appetite Framework, including review of risk appetite and calibration of limits, and ongoing review and maintenance of Risk Policies and Procedures; Developing and maintaining the Group Risk Taxonomy across financial and non-financial risks.