Job Description
Job Summary
• The successful candidate for this position will play a key role in executing the stress test models in relation toCentral & Others (excluding treasury) in the Bank’s stress test exercises. He/She will be responsible formaintenance, execution & enhancement of a suite of Central & Others excluding Treasury models – Opex, Tax,Other Banking, OR RWA, Leverage, Bank Levy, et al.
• This will include Bank-of-England (BOE), Internal Capital Adequacy Assessment Process (ICAAP) – Group andCountries, 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 stresstesting current processes and own quantitative changes and change requests.
• Responsible for the stress testing data sourcing and preparations, methodological calculations including the useof existing infrastructure and technology, producing quantitative charts and packs and other related requirements.
• Deliver a high quality Structured Template Data (STDF) Templates, as per the requirements set out by thePrudential Regulation Authority (PRA) in the Bank of England (BoE) stress test.
• Ensure that the stress testing methods employed are compliant with EST procedures and any deviation isproperly documented and approved.
• Ensure compliance with the Operational Risk Framework requirements and that quantitative controls are inplace and executed in full.
• Drive improvements in the stress testing computations and automate manual processes for more efficiency andproductivity.
• Manage all correspondence via their nominated work stream leads, support functions and stakeholders.
• Ensure compliance with governance related aspects of EST production and delivery
• This is a rapidly evolving space so the role holder must be comfortable with ambiguity and change.
Skills and Experience
Graduation / Post-Graduation in Finance and with relevant 4+ years of experience.
General Skill Set:
• Strong knowledge in Data Analytics & related tools viz. SAS, Python, VBA, Excel Automation
• Awareness of trading environment, macroeconomic fundamentals, market moves & potential impact onexposures.
• Excellent communication skills - verbal and written
• Ability to work under pressure.
• Have excellent attention to detail.
• Be able to work in a global team.
• Expertise in programming language is not required but good to have
• Working knowledge in MS Excel, SAS
• Knowledge about Finance and various business products
• Documentation skills
• Working knowledge of the Group’s businesses, governance structure and approach to risk management.
• Experience in team admin tasks/cost controller/project accountant role with familiarity to SCB projectmanagement standards / tools would be a distinct advantage
• Experience in Agile framework
The role holder should comply with all mandatory e-learning as prescribed from time to time.
No Referrers Available
There are currently no referrers available for this job. You can still apply, will let you know once there is any referrer available.
