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Job Summary

[The successful candidate for this position will play a key role in executing the stress test models in relation to Central & Others (excluding treasury) in the Bank's stress test exercises. He/She will be responsible for maintenance, execution & enhancement of a suite of Wholesale Credit risk and Central and Others items book excluding Treasury models.
This will include Bank-of-England (BOE), Internal Capital Adequacy Assessment Process (ICAAP), 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 stress testing current processes and own quantitative changes and change requests.
Responsible for the stress testing data sourcing and preparations, ...