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You will be working with PPNR modelling teams and executing existing stress testing methodologies; and presenting to senior management.
This would involve working closely with Group and divisional CFO teams to understand and provide effective review & challenge of PPNR model results.
This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with creative solutions.
The results of the developed stress testing approaches would also feed into internal risk appetite / limit setting processes.
Thus you would be expected to further integrate stress testing results with business decision-making process. The role is a high visibility role with key partners ranging from CFO teams, Quant Strats, Senior Management and Regulators.
The expectations from you would be:
You have deep understanding of stress testing methodology, especially aspects of revenue projections including non-interest income and interest income
You will successfully collaborate with Quant Strats to understand and improve PPNR methodology and usage for stress testing purposes
You have the ability to present complex issues to senior management in a simple way
You have excellent financial modelling skills with a quantitative background
You have 5+ years' experience of having worked in a risk modelling function (preferably revenue modelling)
You have experience of working in one of the programming languages
You have prior experience of developing stress testing methodology would be beneficial
You have strong communication skills (both verbal and written)
Internal Number: 6197968
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