Role Responsibilities
Deliver on the Credit Risk, Balance Sheet & Income Statement projections for the Enterprise-wide Stress Testing (EST) exercises
Carry out the movement analysis & write-ups for credit risk & BS/IS metrics
Ensure compliance to EST procedures, methodologies, and controls.
Manage all governance related aspects of the execution of stress testing
Drive process improvements and best practices for more efficiency and productivity
Support development and maintenance of underlying models to enhance stress testing methodology.
Deliver adequate documentation on stress testing methodology subject to management, model validation, audit & regulatory scrutiny.
Responsibilities*
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