Operational risk stress testing - Director

The role Developing and leading a second-line, Group-level stress testing function Leading scenario workshops with 1LOD risk owners and contributing with novel ideas informed by strong product knowledge Building and implementing a data-driven and methodologically robust stress testing program; this will include: developing and maintaining models that are capturing second round effects or interactions between different risk types; developing automated reports and calculations Owning the quantification of regulatory and internal capital and liquidity requirements; this will entail obtaining the buy-in of senior management around the methodologies used and their calibration, and actively engaging with regulators as part of supervisory review processes Key skills 10 years + in a leading financial institution Deep knowledge of Operational risk, prudential risk and stress testing Experience contributing to either ICAAP or ICARA