AVP - Stress Testing Scenario Generation Manager - Bank

Role:

As the Stress Testing Scenario Generation Manager, you are responsible for utilising analytical expertise across all risk/finance/treasury disciplines to support the assessment and understanding of risk profile. Apart from this you are expected to:

- Support macroeconomic stress scenario design, development and parameterisation through quantitative techniques and qualitative assessment for internal stress tests

- Support enrichment of regulatory macroeconomic and market risk scenarios for Bank and EBA stress tests including parameterisation, narrative writing and interpretation

- Deliver minimum bi-annual vulnerability assessment undertaken across the bank and businesses, multi-functional (finance, risk, treasury), risk types (credit, market, operational, conduct, pension)

- Liaise with senior risk/finance/treasury representatives to discuss stress scenario themes, narratives, parameterisation and revise stress test library

Skills you need

- Extensive knowledge of econometrics within a bank

- Experience in designing and developing stress scenarios, conducting economic research, implementing complex economic/statistical techniques

- Stress testing and scenario analysis experience across key risk types (market/credit /operational)

- Proven professional experience of developing tools/techniques using econometrics, statistics and advanced programming skills (VBA, SAS, R, Python, Matlab, E-View)

Education:

Premier Institute / added advantage if economics grads.