Provide senior management reporting and insight on stress testing results.
Understand the commercial drivers of the businesses and be able to articulate these to the wider team and management
Contribute to the Stress Testing Office's central review and challenge capability by analysing business submissions for plausibility and commercial logic against benchmark data
Manage regulatory related matters in regard to stress testing, ensuring action plans are established and monitored to remediate regulatory feedback.
Improve Stress Testing analytics including sensitivity analysis and top down model approach.
Deliver Stress Testing related content for the ICAAP
Work with Scenario Expansion Team to improve execution and control run time for macroeconomic variables
Contribute to the data and technology strategic roadmap.
Secretary to the Stress Testing Steering Committee, producing minutes and tracking actions from committee
Experience of stress testing exercises, knowledge of regulatory requirements i.e. BoE Stress Testing, ICAAP requirements at another major firm
Knowledge of key components of Capital Stress testing i.e. Credit Risk, Market Risk, Operational Risk, Income forecasting, Capital Requirements etc.
Extensive experience in executing upon regulatory requirements and establishing positive engagement with regulators.
Excellent people management skills, with the ability to broker decisions with varied teams across the bank
Conscientious, disciplined and detailed where necessary
A proactive, self-starter, who is can be relied upon to act on initiative
Highly developed problem solving skills. Demonstration of proposing innovative solutions to problem statements or facilitating SME judgements to arrive at appropriate conclusions