Stress Test Analyst

Responsibilities:

• Conduct annual reviews of liquidity, market non-trading, and operational risk stress testing programs, including regulatory and internal stress testing
• Contribute to additional reviews as required based on changes in scenarios, assumptions, methodologies, or macroeconomic events
• Perform data analysis and support pool owners in reviewing results
• Analyze reports, interpret findings, and provide recommendations to address business needs
• Communicate findings to relevant stakeholders and define actionable remediation plans
• Evaluate stress test results and associated actions, such as limit setting, risk appetite determination, and risk identification
• Support the development of analytical engines for various business product lines
• Effectively communicate results to diverse audiences
• Conduct in-depth analysis and compile detailed technical documentation to meet regulatory standards and industry best practices
• Identify and leverage modeling opportunities to drive measurable business outcomes
• Supervise and mentor junior team members

Requirements:

• Minimum 5 years of relevant experience; candidates with advanced academic qualifications (PhD, second master’s degree) or certifications (FRM, CFA) are preferred
• Proven experience in treasury and funding risk, operational risk, or credit/counterparty risk management, including model validation and analytics
• Strong knowledge of relevant regulatory frameworks, including SR12-7
• In-depth understanding of risk appetite, limit setting, banking regulations, and risk management best practices
• Strong analytical and problem-solving skills
• Excellent verbal and written communication abilities
• Self-motivated, detail-oriented, and capable of managing multiple projects simultaneously
• Strong project management and organizational skills
• Proficiency in Microsoft Office (Excel), SQL, SAS, R, Python, or other programming languages
• Very good command of English (oral and written)

Offer:

• Private medical care
• Co-financing for the sports card
• Constant support of dedicated consultant
• Employee referral program