Job Description
Responsibilities
- Assist in implementing the Global Stress Testing Framework.
- Assist in the execution of the quarterly Wholesale Internal Stress Test exercise.
- Develop new stress testing tools, supporting bottom‑up Stress Testing capabilities and methodology enhancements.
- Manage the relationship with regional Stress Testing teams, other group WCR and Business teams.
- Undertake and support the VP in review, analysis and reporting of the expected credit loss / loan impairment numbers, provide insightful trends, analytics and forecast for future periods and manage the LIC reporting related book of work.
- Articulate trends in PDs, LGDs, EADs and ECLs in terms of modelling and non‑modelling drivers of the Wholesale portfolio, and relate to macroeconomics, methodology and credit policy.
- Assist the VP in planning, managing and executing the overall WCRM CoE Wholesale impairment runbook delivery, operating model and...