Stress Testing Engineer

Join to apply for the Stress Testing Engineer role at Dicetek LLC . Job Purpose: This resource will perform and improve on the ICAAP & Bank’s Stress Testing programs through development, validation, and enhancements to techniques and models used in assessing the Bank’s capital adequacy. Key Responsibilities: The development of Credit Risk Stress Testing models/tools following the bank’s IFRS9 framework, Stress testing framework & regulatory standards, including the Climate Risk Stress Test, and review of relevant policies and procedures. Validating, reviewing, and enhancing the ICAAP and Stress Test, including regulatory ST related models, policies, and procedures such as liquidity risk and IRRBB stress testing models as per MMSG standards. Validation of all market risk and finance models such as market risk stress testing, FTP, budget/projections, Ro RWA, capital adequacy, etc. Assist, via research, in advising management of significant risk headwinds, and maintain a firm understanding of risks that may arise from evolving economic conditions and regulatory developments. Assessing & validating capital management and stress testing requirements, ensuring adoption of industry best practices on capital management. Assist in managing and coordinating projects related to enhancements of the Bank’s capital analytics processes and reporting. Deliver effective communication and manage relationships with key stakeholders across the Bank. Demonstrate the Bank’s values consistently and act as a positive role model for the team. Perform other related duties as assigned. Seniority level Not Applicable Employment type Contract Job function Engineering and Information Technology Industries IT Services and IT Consulting #J-18808-Ljbffr