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The Role • Perform monthly stress testing of the Group balance sheet and produce ad hoc analysis of the stresses as required • Work closely with business divisions across the globe to deliver local stress testing to Group standards to ensure compliance with local and central regulatory and management requirements. • Challenge the divisional stress test results to ensure that the results are robust and realistic. • Analyse the impact of specific scenarios on the Group from a liquidity perspective and ensure that this is accurately reported to management. • Help with the development of the Group’s behavioural analysis of the ten FSA risk factors driving the liquidity stress scenarios • Perform and develop statistical analysis of large data sets to derive general behaviours that can be used to model the behaviour of the balance sheet in stress scenarios. Experience • Statistical or Mathematical A level minimum / numerate degree • Preferably qualified accountant with experience in a liquidity management/ stress testing environment • Experience of banking / treasury and balance sheet risk in specialist function, corporate treasury or financial management • Knowledge of the Group and / or other large organisational structures and demonstrated ability to operate effectively across functions and businesses. • Understanding of the structure and risks inherent in banking products, deals, corporate structure and overall make-up of bank balance sheets • High level of financial modelling and IT literacy
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