Risk Analyst- Global NII & Treasury Stress Testing #180912

Your responsibilities

Imagine working at the heart of the bank where you can make a difference and influence the bank’s asset and liability strategy. As a Risk Analyst you will be part of the ambitious Global NII & Treasury Stress Testing team, focusing on market risk stress testing, with a key concentration on Treasury risks.  You will also be involved in methodology developments with various stakeholders across the bank as emerging business, new regulatory requirements and market practices evolve over time. You will also get to work with the team which is responsible for implementation of the model into our strategic risk management system, QRM, using cutting edge technology like cloud computing and data analytics. Our team will create an environment for you to develop your knowledge and skills to become a future leader of the organization. 

You will be responsible for developing and executing risk calibrations to estimate the market risk and credit spread risks within Treasury for a multitude of scenarios. There is a high level of attention on earnings risk and the area receives a high level of regulatory and senior management engagement. In this critical role, you will be closely collaborating with key stakeholders from Business including Global and divisional CRO, Treasury, Methodology Teams, as well as the Model Risk Management and will have the opportunity to present your work in stakeholder forums and management committees. In this role, you will gain insights into key banking products (HQLA holdings, funding instru-ments, structured notes, and derivatives), which constitute the core elements of the banking business, as well as the risk management of such positions. You will work with one of the world’s lead-ing risk systems, QRM, a fully integrated balance sheet management solution that covers ALM, Mar-ket Risk, Liquidity, FTP, Stress Testing and Portfolio optimization. 

Your future colleagues

Become an integral part of a dynamic and international team of highly skilled specialists. The team values a task oriented, independent and flexible working style. We are dedicated to supporting one another and our business partners. We are looking for a colleague who shares our passion and high standards. We are a department which values Diversity and Inclusion (D&I) and is committed to real-izing the firm’s D&I ambition which is an integral part of our global cultural values.  

Our requirements

What we offer