Stress Testing Lead Analyst-Midlands-SAS

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Responsibilities

- Owning the Stress Testing Frameworks and functional necessities supporting the delivery within the business to streamline data sets with proficiency

- Being in accordance with a team for the developement and execution of Stress Testing models

- Technically Implement and manage the ECL calculation and RWA calculations in SAS Model Implementation Platform (MIP) and other SAS modules (RF workbench, SAS VA, Risk Explorer, etc) This includes multiple scenarios, specific ECL calculation logic, monthly approval process, reporting requirements, country implementation, process of re-calibrating model parameters, model monitoring etc).