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Senior Specialist, Stress Testing

Senior Specialist, Stress Testing

  • Location

    Frankfurt am Main, Germany

  • Sector:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    € 100.000

  • Contact:

    Felix Schafer

  • Job ref:

    39307

  • Published:

    8 months ago

  • Expiry date:

    2019-08-22

  • Consultant:

    #

Senior Specialist, Stress Testing 

 

Your Responsibilities:

As senior specialist in the team Scenario & Stress Analytics you work in the analytical heart of the bank’s global risk steering. Your ideas, creativity and competence fundamentally drive the development of group-wide scenario and stress analytics. You provide well-founded management advice. In addition to comprehensive analysis across a wide range of topics, you translate advanced requirements stemming from internal and external stress test (EBA, ECB) into the bank's infrastructure. You coordinate – mainly focusing on credit risk – a large number of stakeholders across different areas. In your function you provide guidance to Senior Management and relevant bodies. You are an experienced counterpart for supervisors and represent the bank in international fora.

Your Profile:

  • University degree in Maths, Physics, Engineering or BA/Economics with a quantitative focus
  • Knowledge of risk modelling and/or statistical theory and techniques, with particular regard to the application to banking and financial data
  • Good IT skills and knowledge of data management and programming  
  • Proficient user of SAS, SQL or similar software tools for data management, working knowledge of MS Office, in particular Excel and Access
  • Proven knowledge and experience of banking regulation and analysis of financial data; knowledge of accounting and supervisory reporting (COREP/FINREP)
  • Ability to manage own workload and work without close supervision, flexibility and being a quick learner
  • Having resourcefulness in identifying new sources of information and good problem-solving skills
  • A good team-player with strong inter-personal skills and ability to work efficiently under time pressure