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Regulatory Stress Test Lead - Vice President (all genders)
lead · Risk & Compliance
Drive the future of stress testing in a dynamic European banking environment. As a Stress Test Lead, you will play a pivotal role in safeguarding the institution’s resilience, working closely with senior stakeholders and cross-functional teams.
As a Regulatory Stress Test Lead within the Finance function, you will coordinate and execute regulatory stress testing exercises in line with CRR, CRD, ECB supervisory expectations, and EBA methodologies. You will maintain a robust stress test framework and develop and apply methodologies to ensure accurate regulatory submissions. You will work closely with a diverse range of stakeholders within Risk Management, Finance, and Treasury, and the output of your work will directly impact the institution’s risk profile.
Job Responsibilities
- Lead end-to-end the regulatory stress testing processes, ensuring compliance with CRR, CRD, ECB guidelines and EBA methodologies.
- Manage cross-functional teams to deliver stress test exercises, including risk management, finance, treasury, IT, and business units.
- Interpret and implement regulatory requirements and supervisory expectations for stress testing.
- Develop and enhance stress testing framework in line with European standards.
- Ensure EBA methodological requirements for stress testing are fully applied.
- Monitor regulatory developments and industry best practices to inform stress testing approaches.
- Drive continuous improvement in stress testing methodologies and controls.
- Oversee data collection, validation, and aggregation for regulatory submissions, including templates and narratives.
- Liaise with regulators and respond to queries, feedback, and requests for information.
- Analyze the drivers of stress test results and present recommendations to senior management and committees.
Required qualifications, capabilities, and skills
- Proven experience in regulatory stress testing within a European banking institution.
- Strong knowledge of CRR, CRD, ECB supervisory expectations, and EBA methodologies.
- Expertise in risk management, financial modelling, and scenario analysis.
- Expertise in capital requirements framework.
- Excellent project management, stakeholder management, and organisational skills.
- Ability to interpret and apply complex regulatory requirements.
- Experience preparing regulatory submissions and documentation.
- Proficiency in data validation and aggregation processes.
- Ability to work collaboratively across functions and teams.
- Attention to detail and commitment to compliance.
- Strong written and verbal communication skills in English.
Preferred qualifications, capabilities, and skills
- Experience with Stress Testing, ICAAP, ILAAP, Recovery Plan and related risk management processes.
- Familiarity with European Banking Authority publications and industry best practices on stress testing.
- Advanced degree in finance, risk management, or related field.
- Experience liaising with ECB and national competent authorities.
- Strong analytical and problem-solving skills.