Support production, consolidation and analysis of capital stress testing:
Production and consolidation of ICAAP stress testing, Economic Capital and Reverse Stress Testing results supporting both the London and Frankfurt entities.
Providing timely results with comprehensive analysis including the ongoing review of assumptions and methodologies.
Maintaining and running an effective process including creating, maintaining and automating tools and processes to ensure efficient and effective delivery of results.
Run ad-hoc requests including sensitivity analysis and deep dives, and provide recommendations
Work with various teams across risk and finance and discuss the appropriateness of the ICAAP results
Work with IT to request and test system enhancements
Prepare appropriate materials on stress testing and economic capital for various risk committees
Support the execution of a quarterly Risk identification process:
Liaise with various teams across the risk department and Finance to coordinate quarterly risk identification and materiality assessments, including communication of requirements and timelines, status tracking, and assisting with systemic queries
Produce aggregate reporting and analysis of results, including materials for workshops and risk committees
Perform user acceptance testing for technology enhancements
Requirements
Master's or equivalent degree in finance, economics, or mathematics with excellent academic background
Strong understanding of traded and lending products, and the behaviour of these portfolios under stress
Strong understanding of credit risk, counterparty risk and market risk principles and their key drivers
Excellent interpersonal and communication skills. Capable of communicating clearly and concisely to various levels of audiences
Resilient, self-managing and highly organized with a quality and delivery mindset
Proficient in the use of Excel, VBA, SQL, R, Python and Powerpoint
Experience with a large set of data and databases
Hiring criteria
You should have or be completing the following to apply for this opportunity.
Entry Pathway
Degree or Certificate
Minimum Level of Study
Bachelor or higher
Study Field
B
Accounting, Commerce & Finance
Actuarial Studies
Business Administration & Management
Economics
Human Resources
Leisure, Hospitality, Tourism & Retail
Work rights
The opportunity is available to applicants in any of the following categories.
country
eligibility
India
Indian Temporary Work Visa
Indian Citizen
Indian Permanent Resident
Graduate Success Stories
Graduate stories
One of the biggest challenges that I faced initially was being a graduate with no work experience as everyone around me had a lot of experience and understanding of how the company worked whereas I had just begun my professional journey.