Business Analyst - Risk Scenario and Stress Testing (3858)

For a six months project of our client, an international bank, we are looking for an experienced

BUSINESS ANALYST - RISK SCENARIO AND STRESS TESTING (3858)

The ideal candidate will be part of the team responsible for developing new stress testing capabilities, expand existing ones across the organisation as well as implementing stress testing methodologies in strategic platforms. The key stakeholders would be the users of stress testing tools and consumers of stress testing results.

YOUR QUALIFICATIONS:

- Good understanding of complex investment and private banking products as well as different types of risks
- Knowledge in MatLab, R, VBA
- Experience with regulatory projects as well as with analysis and development of Business Requirements within Risk Management
- Experience of interfacing with IT during project work
- Proven track record in the ANALYSIS AND DEVELOPMENT OF BUSINESS REQUIREMENTS FOR SCENARIO DEFINITION, EXPANSION, CALCULATION, ANALYSIS AND REPORTING STRESS TESTING
- Experience in Design and Development of improved risk or stress testing processes as well as in presenting and influencing senior stakeholders for stress testing or risk solutions implementations
- Ability to work with and influence a large number of stakeholders
- Fluent in English
- Excellent communication skills, ability to liaise with stakeholders on different levels of the organization and to present complex issues to senior management in a simple way

YOUR RESPONSIBILITIES:

- Understand the current capabilities and provide subject matter expertise in the development of the target state stress testing capabilities, methodologies and platforms.
- Be responsible for developing scenario methodologies and capabilities centrally across the group and different legal entities as well as execute group level scenarios and stress tests.
- Work on scenarios and stress testing and firm wide stress testing change initiatives. These initiatives and implementations are part of the firms multiyear implementation roadmap.
- Develop and improve stress testing capabilities for scenario expansion, calculation, reporting and analysis across asset classes, risk types, legal entities, risk and FO systems.
- Develop Procedures and Scenario Analysis framework related documentation and presentations
- Analysis and Development of Business Requirements for Scenario Definition, Expansion, Calculation, Analysis and Reporting
- Design and Develop improved processes

Are you ready for a new challenge and immediately available? We look forward to receiving your application in MS-Word. For any questions, please contact us.