Stress Testing Engineer

المسمى الوظيفي

411_2489236

Join to apply for the Stress Testing Engineer role at Dicetek LLC .

Job Purpose: This resource will perform and improve on the ICAAP & Bank’s Stress Testing programs through development, validation, and enhancements to techniques and models used in assessing the Bank’s capital adequacy.

المهام الأساسية:

• The development of Credit Risk Stress Testing models/tools following the bank’s IFRS9 framework, Stress testing framework & regulatory standards, including the Climate Risk Stress Test, and review of relevant policies and procedures.
• Validating, reviewing, and enhancing the ICAAP and Stress Test, including regulatory ST related models, policies, and procedures such as liquidity risk and IRRBB stress testing models as per MMSG standards.
• Validation of all market risk and finance models such as market risk stress testing, FTP, budget/projections, RoRWA, capital adequacy, etc.
• Assist, via research, in advising management of significant risk headwinds, and maintain a firm understanding of risks that may arise from evolving economic conditions and regulatory developments.
• Assessing & validating capital management and stress testing requirements, ensuring adoption of industry best practices on capital management.
• Assist in managing and coordinating projects related to enhancements of the Bank’s capital analytics processes and reporting.
• Deliver effective communication and manage relationships with key stakeholders across the Bank.
• Demonstrate the Bank’s values consistently and act as a positive role model for the team.
• Perform other related duties as assigned.

Seniority level

• Not Applicable

Employment type

• Contract

Job function

• Engineering and Information Technology

Industries

• IT Services and IT Consulting

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2025-11-11 12:57:39