Senior Manager, Counterparty Credit Risk

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.