Stress Testing Analyst
- Support the development and enhancement of scenario and stress testing methodology for forecasting Treasury responsible items (such as deposits and funding balances, cost of funds, hedging impacts, investment income and capital planning forecast).
- Support the stress test production process including perform forecast and sensitivity analysis, compile and report results, documentation, etc.
- Prepare presentations of analysis and results for senior management, the Board and regulators.
- Support the documentation of methodology, assumptions and results for DFAST submission and other stress tests as required, including BBDE integration into the IHC / CCAR planning process.
- Support model governance process as required, including development and maintenance of model documentation.
- Interact with Treasury QA teams in the establishment and management of various stress testing models. Assess and test data quality and integrity as well as model assumptions as required.
- Interface with Finance and Risk in BBDE and IHC / CCAR program colleagues across the firm to ensure a well-coordinated workflow of stress testing activities.
- Maintenance of governance artifacts and materials to ensure compliance with established stress test policy and procedures. Document processes and procedures involved in stress testing as required.
- Perform product and peer research and analysis related to capital and liquidity for stress testing.
Sthree US is acting as an Employment Agency in relation to this vacancy.