Financial Risk Analyst: Stress Testing & Scenario Planning - AVP

Job Summary

To understand and apply the Enterprise Risk Management Framework, Enterprise Stress Testing Framework and Risk Appetite Framework. Understand and run scenario planning and stress testing with a specific focus on its impact on the financial budget and strategy of the Bank, using the available tools/models. Monitor the emerging risks and opportunities/macro-economic indicators against risk appetite, understand its impact on the risk measures as well as the Bank’s balance sheet and income statement.

Responsibilities

• Participate in the review, challenge and oversight of the Enterprise Stress Testing Framework.
• Perform and coordinate the review, challenge and oversight of stress testing and scenario planning results across the Group.
• Identify external macroeconomic indicators that most materially impact the bank and monitor them against long‑term trends.
• Generate early warning indicators and identify thresholds for e...