Description

Join us as a Risk Stress Testing Senior Analyst

• In this critical role, you'll be leading the execution of stress tests across Market Risk
• We'll look to you to act as the interface of market risk stress testing to stakeholders within Market Risk, the business, enterprise wide risk management (EWRM) and European regulators
• This is a fantastic opportunity to hone your skills as you'll work on designing the architecture of new stress testing tools, including their methodology and infrastructure
• We're offering this role at senior analyst level

What you'll do

As a Risk Stress Testing Senior Analyst for the bank, you'll be implementing regulatory stress testing projects for Market Risk, including facing off to stakeholders in the business, EWRM and the regulator. You'll support the production of regulatory Market Risk & Counterparty Credit Risk (CCR) stress test results and build an in-depth understanding of stress testing methodology.

Day-to-day you'll be:

• Creating insightful analytics to explain the drivers of Market Risk & CCR under base and stressed conditions
• Liaising with local technology teams on system developments and ensuring the systems are maintained up to date for the execution of on-demand stress testing
• Providing relevant management information, reports and analysis on the back of the stress test results
• Contributing to the development of new stress testing tools and methodologies
• Documenting our stress testing programmes and procedures and making sure they meet our regulatory requirements

The skills you'll need

To succeed in this role, we'll prefer you to have a degree in Economics, Business, Finance or a numerate discipline. You'll have experience in a stress testing and counterparty credit risk or market risk role with advanced knowledge of counterparty credit risk-weighted assets, market risk of derivatives and exposure calculations such as EAD, EPE, PFE, PD and LGD.

Ideally you'll have experience in Python and VBA, but this isn't essential.

Additionally, you'll demonstrate:

• At least three years of relevant expereince
• Proficiency in Excel and the ability to work with large quantities of data.
• Essential prior experience in risk management and stress testing
• Professional certifications such as FRM, CFA, or CQF are preferred.Strong Python coding experience is essential
• Extensive experience in analysing issues, processes and systems
• The ability to work collaboratively, involving team members and other stakeholders
• The ability to communicate clearly and concisely

Hours
45

Job Posting Closing Date:
20/05/2026