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We'll look to you to embed governance and controls to cover all aspects of stress testing operating procedures, ensuring compliance with policy and auditability
You'll be responsible for the ownership of the overall governance of stress testing to make sure that appropriate and rigorous governance processes are adhered to
Hone your existing analytics and risk management skills and advance your career in this dynamic, fast paced role
What you'll do
As a Credit Risk Stress Testing Manager, you'll be supporting the effective risk management capital assessment capability across the business, driving processes and tools that effectively and exhaustively identify and quantify material risks to the bank. You'll also be making sure that the risk control framework elements necessary to control risks are in place and effective.
You'll be responsible for risk analytics and credit projections for internal external stress testing, as well as supporting the strategic outlook.
Day-to-day, you'll be:
Driving regulatory framework changes relating to ICAAPs, working closely with senior management to ensure fit for purpose methodologies for key specialisms
Ensuring the design, documentation and execution of an internal capital adequacy assessment process at all levels
Project managing and coordinating the delivery of our legal entity ICAAP
Producing financial analysis, and challenging and validating numbers submitted by the relevant participants of the ICAAP
Engaging with local regulators on their supervisory review and evaluation process, with responsibilities such as issue management, coordination and facilitation of information and data requests, implementing any actions arising
The skills you'll need
We're looking for someone with a quantitative focussed, analytical background with credit risk modelling experience. You'll need professional experience in risk management in a sizeable financial institution, or with a local regulator or consulting firm, with exposure to risk practices, risk systems or business management.
You'll be educated to degree level or equivalent in business or management, and you'll hold a membership of a relevant professional institute and the Chartered Institute of Bankers. As well as this, you'll need knowledge of capital, methodologies, and cross-risk disciplines, along with the ability to engage with stakeholders across all risk disciplines including senior executives and risk subject matter experts at all levels.
You'll also demonstrate:
Significant knowledge of stress testing methodologies necessary to produce results and challenge businesses
A good understanding of capital regulations and their impact on ICAAP methodologies and the business
The ability to simplify complex and conflicting tasks and policy positions, making sure that these are effectively managed and communicated
A deep understanding of risk concepts and principles with a solid understanding of methodologies across all asset classes
Knowledge of risk management, the application and execution of risk appetite and effective risk control frameworks within complex business functions