Lead Analyst, Balance Sheet Analyst & Stress Test Modeller

Role: Balance Sheet and P&L Stress Test Modeller - Group Finance Capital and Liquidity Management

This role reports directly to the Manager - Stress Testing seated within the Group Finance Capital and Liquidity team. The successful candidate for this position will play a key role in supporting the development, maintenance, enhancement, and execution of the stress test models in relation to the Balance Sheet, P&L, and Capital Requirements in the Bank's stress test exercises such as the Internal Capital Adequacy Assessment Process (ICAAP) and Bank-of-England (BOE).

This role's key components may include, but not limited to:

1. Stress Testing Modelling

- Support of the wholesale banking modelling methodology, assumptions, compliance requirements.

- Automation, maintenance, enhancement, and execution of the stress test models for the balance sheet and P&L, considering various dimensions including segments, geographies and products.

- Work alongside business stakeholders to develop, understand, and translate business impacts into financial projections

- Understand and translate business and market drivers into financial projections, especially for wholesale banking products.

- Automation and maintenance of the BOE templates that are used for regulatory submission.

- Ensure data quality, reconciliation, validation, consistency with various sources.

2. Interface Planning and Support

- Support timelines around the stress test exercises

- Support documentation of stress test models methodology

- Support process, controls, and documentation requirements

- Assist to engage, influence and maintain successful working relationships with:

§ Planning team within CLM for all related base financial forecast data

§ Treasury for all capital and liquidity interfaces

§ Risk teams for all scenario and risk workstream analysis and results

§ Technology, business, and other stakeholders for source/upstream data requirements

Key qualifications and skills required for this position:

- Degree in a numerate discipline (e.g. statistics, economics, mathematics or financial engineering)

- Forecasting and modelling skills

- Banking product knowledge

- Highly responsive with excellent communication and presentation skills, and the ability to explain complex matters in simple and intuitive terms, to non-technical audiences

- Full or partial qualifications like CFA or FRM will be considered favourably

- Strong SAS/Essbase knowledge would be an advantage

- Strong Excel knowledge and abilities

- Basic knowledge of accounting

- Strong critical thinking and analytical skills

- Ability to work in high pressure environments

- Proactive and independent self-starter

- Clear and positive verbal communication skills to engage with the broader team and stakeholders