Our client is a top tier commercial and investment bank. Due to organization growth, they are looking for a Stress Test Modeller to join the team within the Group Finance function.
The candidate will play a key role in developing, maintaining, enhancing, and executing the stress test models in relation to the Balance Sheet and Liquidity Requirements in the Bank's stress test exercises. This role's key components include:
Stress testing modeling:
* Development of modelling methodology, assumptions, compliance requirements, sensitivities and drivers for projections
* Development, automation, maintenance, enhancement, and execution of the stress test models for the entire balance sheet and liquidity requirements taking into account all different dimensions -segment, geographies and products - of the bank.
* Work alongside business stakeholders to develop, understand, and translate business impacts into financial projections
* Understand and translate business and market drivers into financial projections
* Ensure data quality, reconciliation, validation, consistency with various sources
Interface Planning and Support:
* Manage timelines around the stress test exercises
* Support documentation of stress test models methodology
* Support process, controls and documentation requirements
* Assist to engage, influence and maintain successful working relationships amongst the different teams.
* Degree in statistic, economics, mathematics or financial engineering
* Min 5 years of experience
* Strong stress testing balance sheet and modelling skills
* Familiar with liquidity concepts like LCR, NSFR/Cash flow maturity ladders, balance sheet and PNL
* Strong Excel knowledge and ability to work with large datasets
* Working knowledge of ALM functions and assets
* Banking product knowledge and experience
* Strong analytical skills
* Basic knowledge of accounting
Please send your resume, in WORD format only and quote reference number Ref ML15927, by clicking the apply button. Please note that only short-listed candidates will be contacted.
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