London, England, United Kingdom
Leading creditworthiness workstreams aligning bank credit frameworks to ECB and PRA supervisory expectations, including credit policy, assessment methodology, decision rules and supporting technology. Delivering banking, capital markets and credit transformation programmes, including contributions to syndication policy and governance frameworks. Driving automation of end-to-end risk and credit processes, improving decision efficiency, control traceability and supporting scalable portfolio growth. Leading vendor solution selection, integration and delivery across risk technology and credit decisioning platforms. Leading AI proof-of-concept initiatives across financial services risk functions, exploring AI-enabled decisioning and intelligent risk analysis, covering design, execution, validation and testing. Translating regulatory expectations into operational risk controls, governance frameworks and decisioning logic across credit processes.
Delivered large-scale credit risk transformation initiatives, modernising decisioning, workflow and risk technology across commercial credit portfolios. Led implementation of cloud-based decisioning platforms, enabling scalable and consistent credit risk assessment across lending portfolios. Designed and delivered end-to-end credit decisioning frameworks, integrating workflow tooling and third-party decision engines using rule-based logic. Drove automation of credit decision processes, improving decision efficiency, consistency and control across the credit lifecycle. Led design and delivery of risk-based decisioning systems, integrating policy, rules and workflow to support enhanced credit risk management. Partnered with risk, technology and business stakeholders to deliver scalable, compliant and operationally embedded credit solutions.
Led Group-wide stress testing programmes, covering PRA supervisory stress tests, EBA regulatory exercises and internal stress scenarios. Led delivery and submission of PRA stress testing assessments, coordinating cross-bank inputs across risk, finance and business functions. Designed and executed macroeconomic stress scenarios, including internal 1-in-20 and 1-in-100 stress testing frameworks. Supported development of regulatory stress testing methodologies, scenario design and model outputs for supervisory and internal risk management purposes. Managed end-to-end stress testing cycles, including scenario calibration, impact analysis, governance review and regulatory submission.
Delivered group-wide liquidity and balance sheet optimisation initiatives, supporting funding strategy, regulatory compliance and pricing across retail and commercial portfolios. Acted as a key interface between Group Treasury, Finance and senior stakeholders, providing insight into liquidity, funding and regulatory impacts on balance sheet strategy. Led analysis and optimisation of liquidity transfer pricing (LTP) frameworks, supporting business units in pricing, product design and balance sheet management. Provided subject matter expertise on liquidity risk, ILAS and Basel III / CRD IV frameworks, translating regulatory requirements into actionable strategy and decision-making. Led delivery of regulatory and internal reporting, including PRA-related requirements and Bank of England submissions, acting as Group representative in supervisory engagement. Drove optimisation of liability structures and deposit strategies, improving funding efficiency and supporting overall liquidity position. Partnered with Investor Relations and senior management to provide insight into balance sheet dynamics, funding strategy and regulatory impacts.