ICAAP & Stress Testing Lead (Senior Manager)
Core
Lead the design, integration, and operation of IBAL's capital adequacy, enterprise stress-testing, and financial-resilience framework.
Role type
Senior Manager, Capital Adequacy & Stress Testing
Builds
Capital adequacy frameworks, stress-testing models, regulatory disclosures (APS 110, CPS 190, APS 330), and recovery/exit scenario plans.
Domain
Banking / Financial Risk / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
ICAAP expertise, stress testing management, risk quantification, regulatory policy development, team leadership, data quality management, stakeholder influence
Preferred skills
Credit risk, Market risk, actuarial or financial services background, matrixed/global banking environment experience
Technologies
APS 110, CPS 190, APS 330, IBAL frameworks
Responsibilities
Lead the Stress Test Steering Committee agenda; provide independent 2nd Line challenge on capital and risk appetite; ensure quality of Board and regulator-facing submissions; oversee REP and Pillar 3 governance; develop best practice model techniques; lead and develop a team of 6.
Seniority
Senior Manager, team leadership
