Sr Manager, Risk Management Stress Testing

Job Summary

Risk Portfolio Analytics is responsible for strengthening the Bank’s forward looking credit risk capabilities through management stress testing, portfolio analytics and decision-oriented risk insights. The Senior Manager, Risk Portfolio Analytics will support the application, implementation and ongoing use of Management Stress Testing models and analytics for Credit Risk across Corporate and Institutional Banking Portfolio. The role combines hands on analysis, model implementation and UAT, model monitoring, and management reporting, with modelling activities focused on enhancement, testing and interpretation rather than primary model ownership. This is a delivery focused, non-people manager role, suited to candidates with strong technical grounding who can operate effectively in a controlled, multi stakeholder environment.

Key Responsibilities

Stress Testing & Modelling • Apply and enhance Management Stress Testing (MST) models to support the assessment of stressed financials, credit metrics, RWA, ECL, and portfolio risk impacts. • Drive targeted model enhancements, validation activities, testing, and documentation, with a focus on model application rather than full lifecycle ownership. • Perform analytical validation, sensitivity testing, benchmarking, and plausibility assessments to ensure robustness and reliability of model outputs. • Leverage knowledge of Model Risk Management (MRM) principles and model lifecycle governance to support model oversight activities.

Model Implementation, Testing & Productionisation • Support the implementation of stress testing models and analytical capabilities within enterprise risk platforms. • Lead and coordinate User Acceptance Testing (UAT) and User Verification Testing (UVT), including test planning, execution, result validation, defect management, and remediation tracking. • Collaborate with Technology, Change, and Data teams to support model productionisation, operational readiness, and BAU transition.

Model Monitoring & Analytical Insights • Develop, automate, and execute model monitoring processes to assess model stability, performance, and outcome reasonableness. • Conduct periodic reviews of stress testing outputs to ensure consistency, transparency, and interpretability. • Build analytical views and dashboards to support trend analysis, scenario comparisons, portfolio insights, and management decision-making.

Stress Testing Execution & Management Reporting • Own and coordinate end-to-end execution and orchestration of Management Stress Testing runs across portfolios and risk types. • Prepare materials for management committees, governance forums, and working groups, clearly articulating stress testing results, key drivers, assumptions, and limitations. • Deliver concise, insightful analysis tailored for senior risk stakeholders and executive audiences. • Support ad hoc analytical reviews and reporting requests related to stress testing, portfolio risk, and emerging risk themes.