Stress Testing Analyst
Permanent role
Dublin City Centre
Salary: 55K-65K
Our Client a leading multinational bank based in Dublin City Centre is looking for a Stress Testing Analyst who will have responsibility for the planning, execution and reporting of stress testing scenarios across all material risk types, with particular focus on credit risk stress testing.
Responsibilities
- Preparing papers for Board and Risk Committees
- Building and maintaining data driven credit stress testing models for Mortgage Retail and Commercial portfolios.
- Assisting in management of stakeholders' input to stress tests, providing appropriate challenge and maintaining the accuracy and integrity of the stress testing process.
- Supporting stress testing strategy and overall methodology, including design, data setup and preparation, execution and reporting.
- Dealing with various stakeholders including the Chief Economist, Risk, Finance, Treasury, Group Modellers and the Business.
- Ensure prompt response and resolution of all queries received from senior management Finance department.
- Assist in the implementation and testing of new systems/projects
- Work with other departments, such as IT, in improving the processes through integration and automation.
- Analyse integrity of data quality for all credit risk reporting and streamline the MIS reporting process
- Build strong relationship with customers and meet regularly with senior management other customers to ensure all reporting requirements are being met.
Requirements
- Experience of stress testing across different risk types in the current Irish economic environment
- Experience of risk management practices and structures within the Irish Banking industry, in particular of the credit approval and credit risk management processes.
- Quantitative background
- People management experience
- Strong numerical and communication skills, especially Excel modelling and analysis and Power Point presentations
- An understanding of risk measurement metrics and how they relate to stress testing, including PDs, LGDs and EADs.
- Sound commercial and economic judgment, including the ability to model the impact of changes to macro-economic variables on risk measurement metrics and stress test results
- An ability to write and think clearly and to reduce complex concepts to their simplest form
- Excellent interpersonal skills in dealing with stakeholders
- ACA/ACCA Qualified Accountant
Contact: Mark Breen 01 6610444 mbreen@lincoln.ie
Please submit your CV in Microsoft Word format.
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