Stress Test Analyst

As a recruitment company, DCG understands that every business is powered by experienced professionals. Our management style and partnership approach enable us to meet your needs and provide continuous support. Due to our ongoing growth and the large number of recruitment projects we undertake for our partners, we are currently looking for:

Stress Test Analyst

Responsibilities:

• Conduct annual reviews of liquidity, market non-trading, and operational risk stress testing programs, including regulatory and internal stress testing
• Contribute to additional reviews as required based on changes in scenarios, assumptions, methodologies, or macroeconomic events
• Perform data analysis and support pool owners in reviewing results
• Analyze reports, interpret findings, and provide recommendations to address business needs
• Communicate findings to relevant stakeholders and define actionable remediation plans
• Evaluate stress test results and associated actions, such as limit setting, risk appetite determination, and risk identification
• Support the development of analytical engines for various business product lines
• Effectively communicate results to diverse audiences
• Conduct in-depth analysis and compile detailed technical documentation to meet regulatory standards and industry best practices
• Identify and leverage modeling opportunities to drive measurable business outcomes
• Supervise and mentor junior team members

Requirements:

• Minimum 5 years of relevant experience; candidates with advanced academic qualifications (PhD, second master’s degree) or certifications (FRM, CFA) are preferred
• Proven experience in treasury and funding risk, operational risk, or credit/counterparty risk management, including model validation and analytics
• Strong knowledge of relevant regulatory frameworks, including SR12-7
• In-depth understanding of risk appetite, limit setting, banking regulations, and risk management best practices
• Strong analytical and problem-solving skills
• Excellent verbal and written communication abilities
• Self-motivated, detail-oriented, and capable of managing multiple projects simultaneously
• Strong project management and organizational skills
• Proficiency in Microsoft Office (Excel), SQL, SAS, R, Python, or other programming languages
• Very good command of English (oral and written)

Offer:

• Hybrid work (3 days from the office + 2 days remote)
• Private medical care
• Co-financing for the sports card
• Constant support of dedicated consultant
• Employee referral program