This role is based in India and as such all normal working days must be carried out in India.
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
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
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
