Quantitative Finance Manager - Stress Testing Design
Core
Design and manage enterprise-wide market risk stress testing scenarios, including regulatory mandated and ad-hoc analyses, to support global markets business and senior risk management.
Role type
Senior IC quantitative finance manager (stress testing design)
Builds
Enterprise-wide and GMIR requested stress testing scenarios and shock narratives
Domain
Banking / Financial Risk Management / Regulatory Compliance
Required skills
Economics or Finance degree, 7+ years banking/finance/economic research experience, macro-financial linkages knowledge, scenario design, regulatory exam participation, executive presentation creation, complex data analysis, risk identification, policy/procedure updates
Preferred skills
Prior stress testing or scenario design experience, team leadership experience, deep knowledge of data sources
Technologies
PowerPoint, Excel
Responsibilities
Manage end-to-end scenario design process, design and communicate scenarios to executive management, partner with risk managers and forecast teams on market shocks, integrate capital adequacy and risk appetite requirements, evaluate stress methodologies and sensitivity analysis, drive governance requirements for policy updates, create executive-level presentations
Seniority
Senior, hands-on IC