Analyst, Stress Testing

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The Business

The Role


If you are an expert in banking, financial markets or consulting, a position as Stress Testing Analyst is the opportunity you are looking for. In this role, you will support deep-dive analytical reviews and cross-business/portfolio diagnostic work to identify and evaluate underlying risk.


To qualify for this role you need a high-level understanding of a banking institution's P&L, balance sheets, liquidity and trading books. You should have the ability to break down complex problems into a small number of key issues, articulating novel analyses to resolve each issue.


What the Business Does


This role is based in the Enterprise Risk Management team at the Enterprise Wide Risk division reporting to the Head of Scenario Analysis.


The Enterprise Risk Management team ensures production of fully parameterised macroeconomic scenarios for assessing capital adequacy and testing risk appetite setting for businesses and the bank.


The team supports revision and development of an internal stress scenario library through economic research and collaboration with internal and external experts.


Your Responsibilities


As Stress Testing Analyst, you are responsible for utilising analytical expertise across all risk/finance/treasury disciplines to support the assessment and understanding of RBS’s risk profile. Apart from this you are expected to:


  • Supporting the execution of budgetary and strategic planning cycle stress testing and regulatory stress tests (PRA, EBA etc.)
  • Supporting Stress Testing Execution across all functions and disciplines as required, including; Wholesale, CCR, PBIL, Securitisation and Retail.
  • Assisting with the independent monitoring and control function for stress testing output across RBS Group.
  • Operating within the Group Policy Standard for the Stress Testing Policy Standard as part of identify and managing our Firm Wide Risk.
  • Working with the Stress Testing Managers to improve the Business’s understanding of their roles and responsibilities in terms of Stress Testing
  • Support the Head of Stress Testing Execution to embed the Stress Testing Centre of Excellences (COE)
  • Work in close collaboration with peers to determine stress test requirements to meet prescribed methodologies and model requirements.


Skills you need


  • Supporting the execution of budgetary and strategic planning cycle stress testing and regulatory stress tests (PRA, EBA etc.)
  • Undertake comprehensive analysis throughout the firm-wide stress testing cycle
  • Support with the connection of inputs, scenario and results, and support with the preparation and delivery of a firm-wide stress test to the Head of Stress Testing Execution.
  • Supporting firm-wide stress testing and ensuring it accurately presents results for the required scenario, including conducting and assessing stress losses and Risk Weighted Assets & management actions across retail credit, market and operational risk.



Why RBS?


RBS doesn’t just provide you with an exciting work and a generous pay package. We take pride in ensuring your personal and professional developments are first & foremost. You will have access to a range of development and learning programs, services and support designed to help you manage and balance your work/life priorities.


Whether its retirement planning, supporting a charity close to your heart or taking care of your well-being, RBS makes sure you are taken care of. For more information on our benefits, please visit our website.


At RBS, our purpose is to serve customers well. We serve around 24 million customers across the globe, and our aim is to consistently meet their needs wherever they find us.  Our ambition is to become the UK’s number-one bank for customer trust, service and advocacy by 2020. Our global workforce is integral to helping us achieve this goal.


With colleagues across 5 main states, and connected across-the-globe by common values and a unified ambition, RBS India delivers vital bank functions that help us offer truly round-the-clock support to our UK customers, and 24/7 banking to our international customers.


RBS welcomes applications from all sections of the community.




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