Senior Associate,Stress Tesing

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The Business

The Role

If you possess an expert understanding of external regulations and their impact on regulatory capital methodologies and business portfolios, a position as a Securitisation Stress Testing Manager is the right career choice for you. In this role, you will be supporting the execution of budgetary and strategic planning cycle stress testing and regulatory stress tests(PRA, EBA).


To qualify for this role, apart from experience in financial modelling and analytics you will need significant knowledge of stress testing methodologies for AFS, Trading Book, and securitisation.

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 Stress Testing Execution.


The Enterprise Risk Management team deals with delivering Stress Testing Execution across all functions and disciplines including retail, CCR, PBIL, securitisation, with a primary focus on wholesale. The Enterprise Risk Management team also supports other regulatory reporting requests from the FSA, EBA, Fed, and US-SEC. It ensures consistency of inputs and results to stress testing and existing regulatory reporting deliveries.


Your Responsibilities

As Securitisation Stress Testing Manager, your responsibilities will include:


  • Undertaking comprehensive analysis on securitisation throughout the firm-wide stress testing cycle
  • Connecting the inputs, scenario and results, and preparation and delivery of a firm-wide stress test to the Head of Stress Test Execution
  • Working in close collaboration with regulators to determine wholesale stress test requirements to meet prescribed methodologies and model requirements
  • Ensuring data sets are maintained using advanced statistical/modelling tools and ensuring accuracy of data reconciliation to annual accounts and regulatory returns
  • Reviewing and challenging methodologies, parameter calibrations, market risk factor mappings and results


Skills you need


  • Practical experience in macro-prudential stress testing exercises such as EBA and CCAR
  • Proven professional experience in risk management or a banking environment
  • Experience in the areas of trading book, AFS, fair value through P&L, reserves, sovereigns and securitisation
  • Good analytical and problem-solving skills in a banking, financial or consulting environment
  • Knowledge of cross-risk disciplines (market/operational risk, AFS, securitisation)


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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