Senior Manager, CCR Stress Testing

Role overview

Stress testing and delivery

• Maintain and execute models for Opex, Tax, Other Banking, OR RWA, Leverage, Bank Levy, and related areas.
• Prepare data and methodological calculations, produce quantitative charts and packs, and deliver PRA Structured Template Data templates.
• Improve stress-testing processes, own quantitative changes and change requests, and automate manual computations.
• Ensure methods comply with EST procedures, document deviations, and maintain governance over production and delivery.

Finance data and strategy

• Source, transform, map, and maintain finance data; build business views and automate sourcing for analytics, reporting, and visualization.
• Support Group stress-testing data and model implementation and develop efficient controls, data management, compliance, and documentation.
• Validate data quality and work with partner teams on data products and analytics solutions.
• Coordinate with ERM, stress-testing, Aspire, product-controls, and finance-modelling teams to reuse results and processes.
• Help productionize proof-of-concept projects and respond to internal and external requests.

Requirements

• Knowledge of the financial and management view of a bank.
• Knowledge of financial systems including MRC, BPC, Financial Analytics, Aspire, and PSGL.
• Ensure compliance with EST procedures, Operational Risk Framework requirements, and applicable BCBS 239 standards.

People, risk, and conduct