Assist in implementing the Global Stress Testing Framework.
Assist in the execution of the quarterly Wholesale Internal Stress Test exercise.
Develop new stress testing tools, supporting bottom‑up Stress Testing capabilities and methodology enhancements.
Manage the relationship with regional Stress Testing teams, other group WCR and Business teams.
Undertake and support the VP in review, analysis and reporting of the expected credit loss / loan impairment numbers, provide insightful trends, analytics and forecast for future periods and manage the LIC reporting related book of work.
Articulate trends in PDs, LGDs, EADs and ECLs in terms of modelling and non‑modelling drivers of the Wholesale portfolio, and relate to macroeconomics, methodology and credit policy.
Assist the VP in planning, managing and executing the overall WCRM CoE Wholesale impairment runbook delivery, operating model and...