Stress Testing Role - Big4 Consulting Firm

Key Responsibilities:

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

Requirements:

- Bachelor's or master's degree in Finance, Economics, or a related field

- Minimum of 5 years of relevant experience in financial institutions, preferably in a stress testing or related field

- Knowledge of credit risk and finance stress testing methodologies and procedures

- Understanding of the regulatory capital framework including the inputs to RWA (PD, LGD, EAD) and of IFRS9

- Understanding of regulatory requirements, including PRA, HKMA, or MAS

- Strong analytical skills and experience in data analysis

- Proficiency in SAS, Python, RStudio, Excel, and other analytical tools

- Strong IT skills such as SQL, VBA, and Access skills are advantageous

- Excellent verbal and written communication skills

- Ability to work independently and as part of a team

- Strong organizational skills with attention to detail

- Willingness to learn and adapt to change in a rapidly evolving environment