Central Functions (Risk Management)

Responsibilities

• 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