Senior Recruitment Professional at Xcelyst Limited
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Stress Modeler - Enterprise Risk - BFS (5-10 yrs)
Enterprise Risk Stress Modeler
The role will require working as part of the Enterprise Risk team to provide support for developing and maintaining economic capital models, undertaking entity-wide stress testing and scenario analysis, and conducting group-wide portfolio risk analysis across business lines.
Key responsibilities include :
- Support Enterprise Risk Analytics team with modelling expertise in executing the stress testing, analytics, and portfolio management.
- Supporting delivery of current stress testing processes including development and maintenance of entity-wide stress testing scenario analysis for market risk, credit risk and counterparty credit risk, and reverse stress testing scenarios
- Analysing and documenting current stress testing processes and proposing improvements wherever necessary
- Coordinating stress testing requests and instructions and communicating with various stakeholders including leading the coordination of Stress Testing Committees and 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 development and maintenance of economic capital models which feed into the enterprise-wide capital adequacy assessment
Qualification : Mathematics Engineering, Economics or Quantitative Finance background. Professional qualifications (e.g. CFA, CQF, risk certification - FRM or PRM) and analytical background preferred.
Skills Required :
- Experience working on stress testing execution projects within banking institutions
- 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
- Knowledge of stress testing regulatory requirements (including UK and EU prudential regulatory requirements) and related-industry practices.
- Experience in market risk, credit risk, counterparty credit risk or liquidity risk processes, experience in or knowledge of various asset classes, derivatives products and risks involved
- Experience in constructing tactical and strategic tools for stress testing execution
- Experience with business analytics software (Tableau, PowerBI, etc.)
- 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
- Excellent stakeholder communication and presentation skills.
- Ability to define and document procedures and training to support adoption of changes and embedding within the business
- Strong academic background with a Master's or Bachelor's degree in Finance, Economics, Engineering, Science, Financial Engineering, Statistics or Mathematics with professional certifications like CFA, CQF, FRM, PRM
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