VP, Capital Management - Selby Jennings

A top-tier global investment bank looking to hire a VP-level candidate to join their first line Treasury Capital Management team.

This bank is expanding its US Treasury function and is looking to bring on a professional to optimize the bank's regulatory capital in support of the firm's growth objectives, manage risk exposure, ensure compliance with regulatory requirements, and develop capital allocation strategies. This is a high visibility role where you will partner with senior stakeholders across Treasury, Finance, Risk, and business units to deliver actionable insights, be responsible for capital planning, monitoring capital ratios, and assessing impacts of strategic initiatives.

Ideal candidates will have 4 - 8 years of experience in Capital Management, an understanding of risk and controls frameworks with strong knowledge of regulatory capital rules (Basel III/IV), CCAR, stress testing, and capital policy. Experience working closely with senior stakeholders and translating complex data into actionable insights is highly valued.

Responsibilities

• Develop and implement capital management strategies, set capital targets, and oversee capital planning, forecasting, and stress‑testing to ensure regulatory compliance and support business growth.
• Monitor capital adequacy, leverage ratios, and RWA consumption; drive initiatives to enhance balance sheet efficiency and support strategic business decisions across the organization.
• Present clear, impactful capital analytics, regulatory reports, and scenario assessments to senior leadership, risk committees, and regulatory bodies while maintaining strong governance and control frameworks.
• Collaborate with Treasury, Finance, and Risk to assess capital impacts of new initiatives, strengthen controls, mitigate risks, and influence capital policy and decision‑making.

Qualifications

• Strong background in Capital Management, including deep knowledge of regulatory capital and leverage rules (Basel frameworks, capital policy, RWA methodologies).
• Hands‑on experience with CCAR, stress testing, and advanced financial modeling, with the ability to run scenario analyses and support regulatory submissions.
• Proven ability to collaborate across cross-functional teams, with solid risk/control understanding, and stakeholder management.