As an Enterprise Risk Analytics (ERA) Stress Testing Specialist, you will be working for one of the most prestigious investment banks in the world. You will play a key role in reviewing and challenging the stress testing process, collaborating across multiple stakeholders in first-line and second-line risk teams, governance, model development, reporting, technology, Internal Audit, and external regulators. This role provides a unique opportunity to engage with senior stakeholders and leverage your expertise in credit and market risk analytics to support firmwide stress testing programs.
Remote work (1 day a month from the office in Warsaw).
responsibilities :
Conduct annual reviews of liquidity, market non-trading, and operational risk stress testing programs, including regulatory-driven and internal stress tests
Evaluate stress test results and actions, including risk appetite, limit setting, and risk identification.
Perform additional reviews based on scenario changes, methodological updates, or significant macroeconomic or market events.
Conduct data analysis, support pool owners in reviewing results, and provide recommendations addressing business needs.
Communicate findings to stakeholders and ensure action plans are implemented to remediate identified issues.
Assist in the development of analytical engines for business product lines and package findings into detailed technical documentation.
Identify modeling opportunities to enhance business results.
Supervise junior team members and provide mentorship.
requirements-expected :
Demonstrated industry experience in treasury & funding risk, operational risk, market risk, or counterparty credit risk (CCR).
Strong knowledge of relevant regulatory guidance, including Reg YY and SR12-7.
Familiarity with risk appetite frameworks, limit setting, and risk management practices for both banking and trading book products.
Advanced academic qualifications (Master’s, PhD) or certifications such as FRM or CFA (preferred).
Exceptional communication skills, with the ability to present complex findings clearly and concisely.
Self-motivated with strong attention to detail and the ability to manage multiple projects.
Proficiency in Microsoft Excel, SAS, R, Python, or other programming languages.
offered :
Stable and long-term cooperation with very good conditions
Enhance your skills and develop your expertise in the financial industry
Work on the most strategic projects available in the market
Define your career roadmap and develop yourself in the best and fastest possible way by delivering strategic projects for different clients of ITDS over several years
Participate in Social Events, training, and work in an international environment
Access to attractive Medical Package
Access to Multisport Program
Access to Pluralsight
Flexible hours
benefits :
sharing the costs of sports activities
private medical care
flexible working time
fruits
integration events
corporate gym
mobile phone available for private use
computer available for private use
saving & investment scheme
no dress code
coffee / tea
drinks
christmas gifts
birthday celebration
sharing the costs of a streaming platform subscription