VP - Model Execution - P&ST - Investment Bank

Introduction :

The MEx framework provides model execution and results analysis capabilities to planning and stress testing. Significant effort will be required to conduct the stress test and comply with requirements around the following: Projection of revenues and balance sheet, incorporation of losses/reserves, and pro forma capital levels

- run stress test for several portfolios and ensure process are run in line with the stress testing policies and procedures

- Supporting documentation for analyses used in Management Reporting and Capital plan

- Completion/Reconciliation of the fixed forms for Regulatory Reporting of results and supporting documentation

- Participation within various governance forums

- Responding to Internal Audit review

- Development of projection models using quantitative approaches like Python

- Interaction with Model validation and model risk governance

- Effective challenge framework

- Development of management reporting

What will you be doing?

- Role will be a key contributor in building and maintaining the stress testing capabilities to support MEx deliverables

- Work with key stakeholders and management to define and implement the architecture and framework required to support certain MEx process components.

- Establish framework and manage key business engagement with Front Office leadership team involved in forecasting.

- Develop a detailed understanding of the business strategy, macro environment and projection models.

- Work closely with the Business, Product Control, Financial Control and the Quantitative Analytics team to develop, assess, and challenge the assumptions and approach used in forecasting.

- Work closely with IVU to facilitate model review and approval process

- Develop robust internal controls, policies and procedures. Ensure appropriate response to the controls team, internal audit.

What we're looking for:

- Degree in Economics, Finance or Accounting

- 6+ years of experience in financial and regulatory roles

- Experience in quantitative revenue and BS forecasting

- Relevant Investment Bank experience

- Excellent communication skills

- knowledge and experience in quantitative revenue projection modelling

- Strong analytical and problem solving skills

Skills that will help you in the role:

- Masters degree in Economics, Finance or Accounting

- Knowledge of Investment Bank products and markets

- Experience in product control across a broad set of products

- Strong focus on internal controls

- Commitment to meeting deadlines