Stress Testing Manager/Senior Manager - Big4

Stress Testing Manager & Sr. Manager: Big 4 Consulting

This opportunity will support the development of the stress testing framework from an Enterprise risk perspective, including but not limited to :

- Preparation of scenario analysis presentations for senior management, the Board and Regulators. FINMA stress testing requirements including: Risk identification process and monitoring, Analysis of Regulatory Scenario results, and preparation of regulatory submissions.

- Scenario-based Risk Appetite metrics as part of the firm's Risk Appetite Statement, including:Stressed capital (capital resources, capital requirements and capital ratios), earnings, and leverage ratio, and including the design of appropriate stress testing methodology

- Ad-hoc internal stress scenario analysis that may be required by senior committees

- Recovery Scenarios (qualitative storyboard and quantitative calibration) and triggers (both P&L and capital) as part of Recovery and Resolution Plan (RRP) and Reverse stress testing framework

- Monthly/quarterly assessment of the firm's adherence to stressed capital, earnings and leverage metrics in the Risk Appetite Statement. Liaise with front office, Capital Management Group and other stakeholders to identify and evaluate mitigating actions where required

- Project managing cross-functional (e.g. Finance, Treasury, Risk etc.) inputs required from subject matter experts across the firm to meet above deliverables

The job entails working to distill risk information from the analysis of stress testing results, and apply quantitative techniques to derive tangible implications for business lines and the group.

The results of stress testing analysis would also feed into internal risk appetite / limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.