Enterprise Risk Analytics – Stress Testing Specialist

Hybrid/On-site
English
Banking
Regular

Technologies

Warsaw

19 300 - 23 520 zł B2B

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Enterprise Risk Analytics – Stress Testing Specialist

As an Enterprise Risk Analytics (ERA) Stress Testing Specialist, you will be working for one of the most prestigious investment banks in the world. You will play a key role in reviewing and challenging the stress testing process, collaborating across multiple stakeholders in first-line and second-line risk teams, governance, model development, reporting, technology, Internal Audit, and external regulators. This role provides a unique opportunity to engage with senior stakeholders and leverage your expertise in credit and market risk analytics to support firmwide stress testing programs.

Your main responsibilities: Conduct annual reviews of liquidity, market non-trading, and operational risk stress testing programs, including regulatory-driven and internal stress tests

Evaluate stress test results and actions, including risk appetite, limit setting, and risk identification.
Perform additional reviews based on scenario changes, methodological updates, or significant macroeconomic or market events.
Conduct data analysis, support pool owners in reviewing results, and provide recommendations addressing business needs.
Communicate findings to stakeholders and ensure action plans are implemented to remediate identified issues.
Assist in the development of analytical engines for business product lines and package findings into detailed technical documentation.
Identify modeling opportunities to enhance business results.
Supervise junior team members and provide mentorship.

You’re ideal for this role if you have:

Demonstrated industry experience in treasury & funding risk, operational risk, market risk, or counterparty credit risk (CCR).
Strong knowledge of relevant regulatory guidance, including Reg YY and SR12-7.
Familiarity with risk appetite frameworks, limit setting, and risk management practices for both banking and trading book products.
Advanced academic qualifications (Master’s, PhD) or certifications such as FRM or CFA (preferred).
Exceptional communication skills, with the ability to present complex findings clearly and concisely.
Self-motivated with strong attention to detail and the ability to manage multiple projects.
Proficiency in Microsoft Excel, SAS, R, Python, or other programming languages.

#GETREADY to meet with us!

We would like to meet you. If you are interested please apply and attach your CV in English or Polish, including a statement that you agree to our processing and storing of your personal data. You can always also apply by sending us an email at recruitment@itds.pl.

Internal number #6439