Director - Capital Stress Testing Manager(gn)
For our client, a leading global universal bank with its European headquarters in Frankfurt, we are currently looking for a Director - Capital Stress Testing Manager (gn) to strengthen the team.
This role is responsible for shaping and overseeing the bank’s internal and external stress testing framework. It contributes to strengthening risk management, advancing the ICAAP framework, and supporting capital planning. As regulatory engagement deepens, the role may expand to include planning and coordinating supervisory stress testing activities, such as those led by the EBA or ECB.
Responsibilities:
1. Design, implement, and improve the bank’s internal stress testing framework and methodology across all risk types, ensuring alignment with capital planning and risk strategy.
2. Develop and maintain internal stress scenarios, including macroeconomic, idiosyncratic, and reverse stress tests, tailored to the bank’s risk profile.
3. Lead the design and execution of internal and regulatory stress tests for credit risk.
4. Collaborate with Finance, Treasury, Risk, and Business Units to ensure accurate, consistent input data, assumptions, and results in stress testing, aligned with strategic planning.
5. Integrate stress testing within the ICAAP process to support capital allocation and strategic decisions under various scenarios.
6. Ensure governance and documentation for stress testing methodologies, assumptions, scenarios, and outcomes are robust.
7. Oversee the bank’s involvement in EBA and ECB stress testing exercises, coordinating efforts, aligning methodologies, preparing data, and managing stakeholder interactions.
8. Engage with senior management and committees, presenting key findings and recommendations.
Requirements:
* 10+ years of experience in stress testing, capital risk, or risk management within financial institutions or regulatory bodies.
* Advanced degree in Finance, Economics, Risk Management, or quantitative fields; CFA or FRM certifications are a plus.
* Proven ability to develop and operate internal stress testing frameworks aligned with ICAAP.
* Strong knowledge of ECB and EBA stress testing methodologies and regulatory requirements.
* Solid understanding of credit risk, capital adequacy, and macro-financial interdependencies.
* Experience leading cross-functional projects and engaging with senior stakeholders.
* Proficiency with stress testing tools, data analytics, risk modeling platforms, and programming languages such as Python, R, or SQL is beneficial.
* Excellent communication skills, capable of conveying complex topics clearly to senior stakeholders.
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