Finance Stress Test Analyst

Our people work differently depending on their jobs and needs. From hybrid working to flexible hours , we have plenty of options that help our people to thrive.

This role is based in India and as such all normal working days must be carried out in India.

Join us as a Finance Stress Test Analyst
• Take on an analytical role developing and maintaining the full risk taxonomy and supporting finance stress testing
• You’ll be liaising with stakeholders about finance stress management recovery and resolution and stress testing-related matters
• This is a great opportunity to develop a wide network and relationships across our bank, as you’ll be be part of a collaborative and supportive work environment
• We're offering this role at senior analyst level

What you'll do

As a Finance Stress Test Analyst, you’ll be helping to document and coordinate all inputs into key recovery and resolution and stress resting reports, frameworks and policies.

Alongside this, you'll be implementing changes to the ICAAP, stress testing and economic capital frameworks through regulatory changes, while providing the ongoing testing and support for existing models for counterparty credit risks.

Your top priorities will include:
• Coordinating and scheduling all inputs into stress testing governance forums
• Delivering monthly stress testing results to inform resource allocation
• Managing the delivery of results for regulatory stress tests as required by the Bank of England, the European Banking Authority and for ICAAP submissions to regulators
• Making sure that stress testing considerations cover all aspects of business activities, including credit risks, liquidity risks and market risks

The skills you'll need

We'll need you to have experience of preparing stress testing results and a Master's or Bachelor's degree in a quantitative field, such as mathematics, statistics or engineering.

Having a professional certification, such as a CFA or FRM, knowledge of statistics and timeseries analysis or at least one year's experience of stress testing, market risk or model development would be advantageous.

In addition, you'll need:
• An excellent command of mathematics, modelling and numerical algorithms
• An understanding of financial products, including swaps, repo, MBS or IR derivatives, and their pricing
• Programming skills in Python and experience within an object-oriented programming language, such as C++, Python or Java

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