Credit Risk Stress Testing Analyst
Core
Conduct portfolio-level analysis, stress loss projections, and scenario analysis for the Institutional Securities Group to support regulatory obligations.
Role type
Credit Risk Stress Testing Analyst
Builds
Regulatory compliance reports and risk mitigation strategies for the Institutional Securities Group
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
dashboards & analysis
Required skills
Data analytics (Excel), Financial product knowledge (Loans, Derivatives), Scenario design, Risk identification, Process improvement, Advanced analytics
Preferred skills
SQL, VBA, Regulatory frameworks (Basel, IFRS9, CCAR, EBA)
Technologies
Excel, SQL, VBA
Responsibilities
Analyze vulnerabilities based on stress loss projections under internal and regulatory scenarios; Communicate scenario analysis results to senior management; Contribute to risk identification and scenario design; Collaborate with cross-functional teams to enhance processes; Drive process improvements through automation; Present findings to technical and non-technical audiences
Seniority
Individual Contributor
