Job Description
Job Summary
- The successful candidate for this position will play a key role in executing the stress test models in relation to Central & Others (excluding treasury) in the Bank's stress test exercises. He/She will be responsible for maintenance, execution & enhancement of a suite of Wholesale Credit risk and Central and Others items book excluding Treasury models.
- This will include Bank-of-England (BOE), Internal Capital Adequacy Assessment Process (ICAAP), Resolution Planning, Recovery Planning for the Group.
- In addition, he/she should be able to provide valuable inputs to help identify opportunities to improve on stress testing current processes and own quantitative changes and change requests.
- Responsible for the stress testing data sourcing and preparations, methodological calculations including the use of existing infrastructure and technology, producing quantitative charts and packs and other related requirements. ...
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