Finance Stress Test Analyst

Join us as a Finance Stress Test Analyst

• Take on an analytical role, developing and maintaining the full risk taxonomy supporting finance stress testing
• You will contribute to regulatory and internal stress test exercises, work closely with cross-functional stakeholders, and help embed strong controls governance across the stress test lifecycle
• This is a great opportunity to develop a wide network and strong relationships across the bank, as you'll be joining a collaborative and supportive work environment
• We're offering this role at senior analyst level
  
  

What you'll do

As a Finance Stress Test Analyst, you'll be helping to document and coordinate all inputs into key recovery and resolution and stress resting reports, frameworks and policies.

You'll Also Be

• Assisting with baseline planning and live management of internal and regulatory stress test deliverables, including ICAAP, Bank of England (BoE), and European Banking Authority (EBA) stress tests
• Designing, implementing, and maintaining stress testing frameworks for securitised products including RMBS, CMBS, ABS, and other structured credit instruments.
• Performing scenario and sensitivity analysis on underlying collateral performance that include defaults, prepayments, recovery rates, house price indices, interest rate shocks
• Liaising with technology and quant teams on system developments, automation initiatives, and stress engine enhancements to ensure platforms are ready for on-demand execution
• Ensuring strong controls and governance across stress testing lifecycle, including documentation and audit readiness.
• Supporting senior management and risk committees with stress testing results, insights, and recommendations
  
  

The skills you'll need

We're looking for someone who has experience of preparing stress testing results. You'll work well in a fast-paced environment and have good organisation skills to deliver to deadlines.

You'll Also Need

• Experience in Python programming, with the ability to work with large datasets and perform data analysis
• Experience of working with Intex will be preferred
• Good understanding of banking balance sheet, products and associated risk characteristics, with prior experience of working within regulatory frameworks such as BoE/PRA/ECB stress tests or Pillar 1 / Pillar 2 being advantageous
• The ability to work with minimal supervision, using your own initiative and judgement
• A proactive approach with good collaboration and stakeholder management skills
• Good communication skills with the ability to communicate complex technical concepts clearly to your peers and management level colleagues