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Stress Testing Manager

Job Title: Stress Testing Manager
Contract Type: Permanent
Location: Sliema, Malta
Salary: Attractive
Reference: 3402
Contact Name: Mark Sims
Job Published: February 06, 2018 10:47

Job Description

A growing International Financial Services Company is seeking a Stress Testing Manager to join their Risk team in Malta and to work closely with the Group’s Quantiative Analytics and Treasury teams.

This is a new role with a key focus on ensuring that the Group can enhance its established Stress Testing framework.

Duties and responsibilities

  • Supporting stress testing within the Group’s ICAAP and ILAAP, contingency funding plans and recovery plans together with any regulatory stress tests such as the EBA stress tests
  • Responsible for determining and documenting the framework of the Group’s liquidity and capital stress testing, including key principles, standards, methodologies and scenarios
  • Identifying of the liquidity and capital risk drivers
  • Proposing and calibrating related limits and metrics critical for both the risk appetite and the recovery plan together with early warning indicators, and to ensure that in the event of a crisis, the response is coordinated and executable
  • Developing and maintaining stress testing tools and models
  • Supporting the development of internal and ad-hoc stress testing scenarios
  • Designing and submitting monthly liquidity and capital stress testing management reports to senior management, Risk Committee and BoD
  • Independently reviewing and challenging liquidity and capital risk assumptions within the Group budget and forecasts

Required knowledge, skills and experience

  • Risk management expertise in liquidity and capital stress testing
  • Knowledge of key capital and liquidity risk regulations
  • Knowledgeable of stress testing regulatory environment, policies and standards
  • Experience developing capital and stress testing models
  • Experience of EBA stress testing in a SSM regulated bank