My client, a global bank is looking for an experienced Senior Manager, Stress Testing to join their Finance team.
- Takes ownership of the coordination, review and challenge of the Annual Strategic Plan and all stress testing activities including both enterprise wide stress testing,portfolio specific and reverse stress testing.
- Responsible for end product presentations as part of strategic reporting and stress testing, including providing trend analysis on metrics and development of MMAs. Challenging stakeholder inputs and metrics and providing strategic advice to influence decision-making.
- Contributes to the review and challenge of all matters relating to stress testing risk models for Australia, covering Retail and Wholesale Portfolios.
- Provide analytical support, eg sensitivity testing to stress tests, Annual Strategic Plan setting forecasting, the ICCAP and, risk appetite setting.
- Anticipates any emerging risks or gaps relating to stress testing
- Provides timely reports on regulatory requirements and interaction status, risks and issues, evaluating performance based on management information
- Maintains and develops internal governance standards relating to stress testing
- Bachelor’s degree in Accounting or Finance (or a related discipline) with Post Graduate Qualifications highly regarded
- Greater than 15 years working experience in Banking / Finance with some commercial experience
- A thorough understanding of banking products, transfer pricing and their impact on balance sheet essential
- Proven end-to-end stress testing experience, covering both risk and finance concepts.
- Previous experience and familiarity with credit risk modelling
- Knowledge of both regulatory and financial reporting concepts
- A good understanding of capital adequacy, liquidity management and the calculation of risk weighted assets under both standardized and Advanced Internally Rating Based APRA standards.
- Coding skiles highly desirable, Basic skills in working with TM1/HMI are essential.
To have a confidential discussion about this role, you can reach me at Sinead.Buckley@randstad.com.au/0422697181
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