Job Description

Description

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Key Responsibilities

  • Define the specifications and methodology for the stress testing program, ensuring alignment with ECB and other applicable EU regulatory requirements, in particular for systemically important institutions.
  • Lead the coordination and definition of key stress testing assumptions (macro, idiosyncratic, and reverse stress scenarios) with internal stakeholders and expert teams across risk, finance, and business lines.
  • Oversee and ensure the ongoing adequacy, calibration, and fit-for-purpose operation of stress testing models and engines.
  • Interpret, review, and document all stress test results, including the rationale for key assumptions and their impacts on capital, liquidity, and solvency positions.
  • Present stress testing methodology and outcomes to senior management, risk committees, and regulatory bodies (ECB, CSSF) as required, articulating material risks and model limitations in a cle...

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