Senior Manager - Stress Testing - Finance/Treasury Domain

Key Responsibilities:

The role holder is responsible for the following in undertaking the role:

- Deliver on the Finance & Credit Risk requirements for the Enterprise-wide Stress Testing (EST) exercises

- Carry out the EST stress testing analytics work

- Ensure compliance to EST procedures, methodologies and controls.

- Manage all governance related aspects of the execution of Finance & credit risk stress testing

- Drive process improvements and best practices for more efficiency and productivity

- Lead and manage the support staff necessary for the production of Finance & credit risk stress calculation with a focus on the banking book & capital/liquidity calculation

- Support development and maintenance of underlying models to enhance Finance & credit risk stress testing methodology.

- Deliver adequate documentation on stress testing methodology subject to management, model validation, audit & regulatory scrutiny.

- Deliver on the operational risk framework for the Finance & credit risk stress test process.

Processes :

- The role holder will need to support the establishment and documentation of all processes and effective controls for the new hub in accordance with the broader stress testing team

Functional Knowledge:-

- Treasury (1st Priority):

- Balance Sheet/P&L forecasting,

- Understanding of Capital & Liquidity ratios for stress testing,

- ICAAP - annual & quarterly stress testing,

- Risk-Finance Reconciliation,

- Asset Liability Management

Credit Risk (2nd Priority):

- Knowledge of PD/LGD/EAD concepts,

- ECL/Loan Impairment (LI) calculations,

- Risk Reporting for Wholesale & Retail banking

Technical Knowledge:- any one or more of the following skills:

- SAS

- Python

- SQL

Risk Management :

- Ensure all activity adheres to the Enterprise Risk Management Framework, relevant policies and standards, with a specific focus on ensuring an effective framework for the management of operational risks as they pertain to the role.

Governance:

- Demonstrate an awareness and understanding of the regulatory framework in which the Group operates, and the regulatory requirements and expectations relevant to the role.

- Deliver 'effective governance'; capability to challenge colleagues effectively, or escalate appropriately; and willingness to work in an open and cooperative manner with all.

Regulatory & Business Conduct

- Display exemplary conduct and live by the Group's Values and Code of Conduct.

- Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.

- Lead the team to achieve the outcomes set out in the Bank's Conduct Principles: Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment.

- Effectively and collaboratively identify, escalate, mitigate, and resolve risk, conduct and compliance matters.

Key Stakeholders:

- Stress Testing Team

- Enterprise Risk Management members

- Key Finance & Risk colleagues

- Business leadership

- Stress Testing Transformation Programme Team

- Key operations and technology partners / vendors

Other Responsibilities - As delegated by line management from time to time.

The role holder will have experience in:

- Regulatory analytics in the financial services industry

- Knowledge of regulatory frameworks and Banking regulations

- CFA/FRM certification will be preferred

- Working across geographies and time zones