EBA Stress Tester

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Job description

EBA Stress Tester

We are seeking a highly skilled and motivated consultant to join our Stress Testing department, specifically focusing on the execution of the EBA25 EU-wide stress test with an emphasis on credit risk and integrated stress testing. This temporary position will require strong technical, analytical, and program management skills, alongside the ability to handle complex regulatory stress testing frameworks such as Basel III and Basel IV.

Key Responsibilities:

EBA25 EU-Wide Stress Test Execution:

• Lead and support the delivery of the EBA25 stress testing exercise, ensuring all tasks are completed on time and with the highest quality.
• Populate templates, manage extensive documentation, and coordinate with both internal teams and external regulators.
• Ensure compliance with regulatory standards, including Basel III and Basel IV.

Credit Risk Stress Testing:

• Focus on credit risk stress testing, interpreting and analysing results to meet internal approval processes.
• Align results with regulatory frameworks and present findings to senior management.

Basel III and Basel IV Simulations:

• Conduct simulations under both Basel III and Basel IV frameworks, with a particular focus on the increased complexity of Basel IV.
• Work closely with the team to manage data infrastructure challenges, including data preparation and tooling upgrades for Basel IV compliance.

Project and Program Management:

• Oversee and manage project timelines, track milestones, structure presentations, and ensure proper documentation of the stress testing process.
• Ensure effective stakeholder management by clearly communicating progress, challenges, and outcomes to internal teams and external stakeholders.

Stakeholder Management:

• Build and maintain strong relationships with both internal and external stakeholders, ensuring a clear understanding of risks and stress testing results.
• Coordinate across departments, acting as a bridge between technical teams and senior management.

Key Results (SMART Goals):

• Timely Delivery: Complete the EBA25 stress test within the defined timeline, ensuring all regulatory requirements are met.
• Quality Assurance: Ensure the accuracy and quality of data analysis, stress test execution, and documentation.
• Effective Communication: Deliver clear and concise reports to senior management, regulators, and internal teams.

Required skills:

• Prior experience running EBA stress tests and/or ICAAP stress tests.
• Strong familiarity with regulatory requirements, stress testing documentation, and regulatory reporting.
• Extensive knowledge and experience in credit risk stress testing, particularly within the Basel III and Basel IV framework.
• Proficiency in Python, SAS, or SQL for handling complex data analysis and running simulations.
• Experience in working with large datasets, preparing them for regulatory stress
• Strong program management skills, with the ability to structure workflows, manage deadlines, and ensure timely delivery of stress test results.
• Excellent communication skills, able to present complex data and risk results clearly to both technical and non-technical stakeholders.
• Proven ability to handle stakeholder management in high-pressure situations, ensuring alignment across teams.
• Ability to work independently, self-starting, and capable of managing stress effectively to meet tight deadlines.

Education & Professional Requirements:

• Bachelor's or master's degree in finance, Economics, Risk Management, or related fields.
• Relevant certifications in risk management or project management (eg, PRINCE2, PMP) are a plus.
• Fluent in English, both written and verbal.

About Levy Professionals:

Since 2000, we provide professional solutions to organizations ranging from tech start-ups to global players. From our offices in Amsterdam and London we have built an international and local network of skilled employed professionals and contractors fuelled by our passion for connecting skills with projects. Over the years we have fulfilled over 1700 requirements and nowadays we consistently have 250+ professionals recruited and relocated from 14 countries allocated to various projects. Our strength is the way that we see and treat people. This will always be a key factor in our strategy for many years to come.

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