Analyst - Stress Testing

Job Summary

Define key responsibilities to reflect the duties and responsibilities of this role.

• Deliver on the Balance Sheet & Income Statement projections for the Enterprise-wide Stress Testing (EWST) exercises
• Carry out the movement analysis & narratives for BS/PnL metrics
• Ensure compliance to EWST procedures, methodologies, and controls.
• Manage all governance related aspects of the execution of stress testing
• Drive process improvements and best practices for more efficiency and productivity
• Support development and maintenance of underlying models to enhance stress testing methodology.
• Deliver adequate documentation on stress testing methodology subject to management, model validation, audit & regulatory scrutiny.
• Deliver on the operational risk framework for the stress test process.

Responsibilities

• Risk Management:

  Ensure all activity adheres to the Enterprise Risk Management Framework, relevant policies, and standards, with a specific focus on ensuring an effective framework for the management of operational risks as they pertain to the role.

• Processes:

  The role holder will need to support the establishment and documentation of all processes and effective controls for the hub team in accordance with the broader stress testing team.

• Governance:

  Demonstrate an awareness and understanding of the regulatory framework in which operates, and the regulatory requirements and expectations relevant to the role.
• Deliver effective governance; capability to challenge colleagues effectively or escalate appropriately; and willingness to work in an open and cooperative manner with all.

• Regulatory & Business Conduct:

  Display exemplary conduct and live by the Values and Code of Conduct.
• Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.

Qualifications

• Training, licenses, memberships and certifications
• CA or Graduate + MBA (Finance) from a reputed institution.
• Good understanding of Balance Sheet/Income Statement accounting and/or Credit Risk concepts.
• Knowledge of Basel standards and IFRS9.
• Inquisitive and strong inclination towards learning more about Stress Testing / Regulatory reporting.
• Knowledge of MS Excel (Advance).
• Understanding of AGILE.

Desired Skills

• Knowledge of Python or equivalent software packages for data analysis.
• Knowledge of data visualization tools like Tableau / Power BI.
• Knowledge of IFRS9 Regulation.