Senior Manager, CCR Stress Testing

Job Summary

• The successful candidate for this position will play a key role in executing the stress test models in relation toCentral & Others (excluding treasury) in the Bank’s stress test exercises. He/She will be responsible formaintenance, execution & enhancement of a suite of Central & Others excluding Treasury models – Opex, Tax,Other Banking, OR RWA, Leverage, Bank Levy, et al.
• This will include Bank-of-England (BOE), Internal Capital Adequacy Assessment Process (ICAAP) – Group andCountries, Resolution Planning, Recovery Planning for the Group.
• In addition, he/she should be able to provide valuable inputs to help identify opportunities to improve on stresstesting current processes and own quantitative changes and change requests.
• Responsible for the stress testing data sourcing and preparations, methodological calculations including the useof existing infrastructure and technology, producing quantitative charts and packs and other related requirements.
• Deliver a high quality Structured Template Data (STDF) Templates, as per the requirements set out by thePrudential Regulation Authority (PRA) in the Bank of England (BoE) stress test.
• Ensure that the stress testing methods employed are compliant with EST procedures and any deviation isproperly documented and approved.
• Ensure compliance with the Operational Risk Framework requirements and that quantitative controls are inplace and executed in full.
• Drive improvements in the stress testing computations and automate manual processes for more efficiency andproductivity.
• Manage all correspondence via their nominated work stream leads, support functions and stakeholders.
• Ensure compliance with governance related aspects of EST production and delivery
• This is a rapidly evolving space so the role holder must be comfortable with ambiguity and change.

Skills and Experience
Graduation / Post-Graduation in Finance and with relevant 4+ years of experience.
General Skill Set:

• Strong knowledge in Data Analytics & related tools viz. SAS, Python, VBA, Excel Automation
• Awareness of trading environment, macroeconomic fundamentals, market moves & potential impact onexposures.
• Excellent communication skills - verbal and written
• Ability to work under pressure.
• Have excellent attention to detail.
• Be able to work in a global team.
• Expertise in programming language is not required but good to have
• Working knowledge in MS Excel, SAS
• Knowledge about Finance and various business products
• Documentation skills
• Working knowledge of the Group’s businesses, governance structure and approach to risk management.
• Experience in team admin tasks/cost controller/project accountant role with familiarity to SCB projectmanagement standards / tools would be a distinct advantage
• Experience in Agile framework
  The role holder should comply with all mandatory e-learning as prescribed from time to time.