Own and further enhance capital planning processes and Pillar 1 ICAAP governance, including stress testing frameworks and scenario design * Own and further develop the ILAAP framework, including liquidity risk methodologies, stress testing, and key liquidity risk metrics * Strong understanding of ICAAP frameworks (Pillar 1 focus), including capital planning, risk inventory, stress testing, and recovery planning * Strong understanding of ILAAP frameworks and liquidity risk management, including liquidity stress testing, funding risk, and key metrics (e.g. survival horizon, maturity transformation) * Experience in designing and enhancing methodologies across capital and liquidity risk (e.g. stress testing, scenario design, capital planning processes)
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