Risk Scenario Analysis Lead

Risk Scenario Analysis Lead

Euroclear

Brussels, Belgium

The core objective of the Central Scenario Analysis Unit is to ensure that a consistent view of stress is applied across relevant activities – e.g., ICAAP, ILAAP, recovery planning, systemic risk analysis. The Scenario Analysis Lead will be responsible for developing and maintaining a library of stress scenarios to support a variety of functions across Risk Management and the wider business.

Role

The job holder will be responsible for developing and maintaining a library of stress scenarios to support a variety of functions across Risk Management and the wider business.

The role entails:

  • Working with the lead on systemic risk, contribute actively to the design and execution of the semi-annual horizon scanning exercise
  • Drawing from horizon scanning outputs, build a library of candidate ‘extreme but plausible (EBP)’ stress scenarios that can inform a range of activities in Risk Management and the wider business (e.g., ICAAP, ILAAP, recovery, systemic risk analysis, medium-term capital modelling , strategic analysis)
  • Calibrating a core set of ‘representative’ EBP stress scenarios for each ‘family’ of scenarios, drawing on historical observed stress magnitudes as one input
  • Working with local entities, adapt the core set of representative EBP scenarios, tailoring to local specificities
  • Assisting the owners of relevant activities in Risk Management and the wider business in applying the representative scenarios as appropriate for those activities
  • Contributing to the continuous improvement and evolution of Euroclear’s approach to scenario analysis and stress testing, including by linking with ongoing work to develop tools for the industrialisation of stress testing
  • Working with data specialists in Risk Management, ensuring that the integrity of scenario analysis/stress testing outputs is supported by relevant and accurate data
  • Liaising with key stakeholders across Risk Management and the wider business, including reporting to senior management, Boards and regulators, as appropriate

Qualifications

Technical skills:

You have:

  • Knowledge/experience of FMIs and the use of quantitative methods in modelling financial risks in the FMI context
  • Exposure to enterprise wide stress testing
  • Exposure to advanced analytics and modern data visualization techniques
  • At least 5 years experience in the financial services industry, including in roles with significant quantitative analysis content, ideally with exposure to scenario analysis and stress testing
  • Proficiency in relevant software to support the analysis of large datasets
  • Advanced degree in economics, finance or a quantitative discipline is an asset

Soft skills:

  • Outstanding analytical and robust quantitative skills
  • Excellent verbal and written communication. You must also have the seniority, confidence and communication skills to deal with senior managers, and committees and supervisors on these matters.
  • Ability to build relationships with key stakeholders
  • Strong team player
  • Ability to prioritise workload, perform under pressure and meet tight deadlines
  • Desire to continuously learn.

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© EuroJobsites 2019

EuroJobsites is a UK registered company number: 4694396 VAT number: GB 880 9055 04

Registered address: EuroJobsites Ltd, Unit 8, Kingsmill Business Park, Kingston Upon Thames, London, KT1 3GZ, United Kingdom

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