Senior Manager, WRB Stress Testing

Job Summary

This is a stress testing role that sits within Group FP&A. Stress testing is a comprehensive process that evaluates the capital adequacy and liquidity position of a bank under a severe but plausible stress scenario. Stress testing at the group level covers important regulatory exercises annually such as Group ICAAP, the BoE Stress Test, Recovery Plan Stress Test as well as adhoc management stress tests.

The scope for this role is Wealth and Retail Banking (“WRB”) and the coverage is on credit risk.

Key Responsibilities

• Support WRB on Enterprise Stress Testing and scenario analysis
• Engagement with Product Heads and CRO team to review stress test results and provide advisory on the impact of stress for the respective products and WRB collectively
• Product coverage includes mortgage loans, credit cards, personal loans, business banking loans and wealth secured lending
• Drive credit risk projections on ...