Key responsibilities include :

- Supporting stress testing processes including maintenance & development of entity-wide stress testing scenario analysis and stress testing scenarios

- Documenting & Analysing the current stress testing processes and improvements wherever necessary

- Coordinating stress testing requests & instructions & communicating with various stakeholders.

- Coordination of Stress Testing Committees & supporting the delivery of firm's stress testing programme

- Analysing results and producing material for senior management sign-off, internal committees and regulatory submissions

- Supporting maintenance & development of economic capital models which feed into the enterprise-wide capital adequacy assessment

Qualification:

Economics or Engineering background. Professional qualification (e.g. MBA, CQF, GARP risk certifications) and analytical background preferred

Skill Required:

- Experience working on similar projects and strong understanding of and/or experience in stress testing processes, risk management frameworks, economic capital models, capital planning, risk taxonomies and risk appetite calibration

- Hands on in stress testing regulatory requirements (including UK and EU prudential regulatory requirements) and related-industry practices.

- Experience in Macroeconomics research, time series models (basic knowledge), Experience in or knowledge of various market indices is required. Knowledge of asset classes, derivatives products and risks involved is a plus.

- Knowledge of Python or any other statistical software will also be beneficial.

- Effective stakeholder management, experience in facing senior business stakeholders

- Excellent documentation skills and self-organizing capabilities

- Independent and able to work with little supervision

- A team player, comfortable working in a dynamic and evolving environment

- Ability to communicate successfully

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