Manager, Stress Testing

The role holder will be supporting the Traded Risk Scenario Analysis team within Stress Testing. The person in this role is expected to perform financial market and macro-economic data-driven analysis, develop analytical frameworks and tools and manage it. The person will play a key part in designing, calibrating and enriching the shocks to financial and macro-economic variables based on ongoing market and geo-political risk environment and generate actionable insights to support the Traded Risk portfolio analysis within Stress Testing. The person will work closely with Treasury and Risk stakeholders, and IT teams to develop and implement data-driven solutions for various use cases.

In this role, you will:

• Serve as the Traded Risk scenario analyst within Stress Testing team, collaborate closely with business partners to deliver insightful, data-driven solutions on financial market and macro-economic risk environment.
• Conduct scenario analysis to extend strategic support to the delivery of regulatory stress testing exercises such as the PRA BCST, GIST, CCAR, RST and CBES as well as any additional ad hoc requests from senior management.
• Contribute and participate in developing analytical tools and models to provide insights into financial market and macro-economic variables and risk assessment for internal strategic planning or stress testing. Collaborate across teams to test and implement solutions.
• Enhance existing models, address Independent Model Review findings, and improve model ratings through implementing effective governance and observe to Model Policy and Standards.
• Formulate and present analytical materials for Review and Challenge forums, clearly articulating model design, assumptions, and outputs. Drive standardization and simplification across functions and track their effectiveness and efficiency.
• Partner with key stakeholders to deliver impactful business intelligence, support strategic initiatives, and enable executive decision-making. Actively contribute as a team player to drive operational efficiency and meet shared goals.
• Maintain high standards of personal integrity and adhere to conduct, compliance, and information security policies. Take ownership of personal development by identifying training needs and progressing on agreed development plans with the line manager.
• Build trust and strong relationships across stakeholders - onshore, offshore, junior, and senior - by embodying values and behaviours. Communicate effectively and maintain strong relationships with team members and business partners.
• Be an effective communicator and collaborator, able to influence and lead within complex, dynamic environments.

To be successful you will:

• A Master's degree in economics or an MBA with a bachelor's in engineering with relevant analytics experience.
• 1+ years professional experience in financial services or consulting.
• Strong understanding of macroeconomic concepts and their linkages to financial markets.
• Hands-on experience developing and deploying analytical, financial, statistical, and/or machine learning models.
• Strong financial modelling skills and advanced analytics tool proficiency (R, Python etc.).
• Excellent quantitative aptitude and understanding of data architecture and finance systems - ability to work with large, complex datasets.
• Strong organizational, problem-solving and verbal and written communication skills.