Manager, Stress Testing

About the role

The role holder will be supporting the Traded Risk Scenario Analysis team within Stress Testing. The person in this role is expected to perform financial market and macro-economic data-driven analysis, develop analytical frameworks and tools and manage it.

What you'll do

• Serve as the Traded Risk scenario analyst within Stress Testing team, collaborate closely with Business Partners to deliver insightful
• Conduct scenario analysis to extend strategic support to the delivery of regulatory stress testing exercises such as the PRA BCST, GIST, CCAR
• Contribute and participate in developing analytical tools and models to provide insights into financial market and macro-economic variables and risk assessment for…
• Collaborate across teams to test and implement solutions
• Enhance existing models, address Independent Model Review findings, and improve model ratings through implementing effective governance and observe to Model Policy and…

What you need

• 1–4 years in quality assurance & testing
• Performance testing
• Python
• Machine learning
• Financial modelling
• R
• Treasury
• MBA or B.Tech or B.E.