PPNR Review Lead
- You will be working with PPNR modelling teams and executing existing stress testing methodologies; and presenting to senior management.
- This would involve working closely with Group and divisional CFO teams to understand and provide effective review & challenge of PPNR model results.
- This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with creative solutions.
- The results of the developed stress testing approaches would also feed into internal risk appetite / limit setting processes.
- Thus you would be expected to further integrate stress testing results with business decision-making process. The role is a high visibility role with key partners ranging from CFO teams, Quant Strats, Senior Management and Regulators.
The expectations from you would be:
- You have deep understanding of stress testing methodology, especially aspects of revenue projections including non-interest income and interest income
- You will successfully collaborate with Quant Strats to understand and improve PPNR methodology and usage for stress testing purposes
- You have the ability to present complex issues to senior management in a simple way
- You have excellent financial modelling skills with a quantitative background
- You have 5+ years' experience of having worked in a risk modelling function (preferably revenue modelling)
- You have experience of working in one of the programming languages
- You have prior experience of developing stress testing methodology would be beneficial
- You have strong communication skills (both verbal and written)