Required Knowledge, Skills, and Abilities
Lead the development and implementation of top-down and bottom-up stress-testing frameworks, including methodologies, processes and models.
Conduct stress-testing exercises and report the results to policymakers.
Do research to inform the assumptions and relationships that underpin the relevant models.
Investigate macroeconomic stress testing and possible financial stability risks to detect systemic vulnerabilities early and provide detailed reports on the findings.
Build economic models to test the resilience of financial institutions.
Demonstrate an understanding and application of all methodological standards, techniques and protocols relevant to the work.
Prepare briefings and presentations on stress-test results, research findings and economic analyses and present these to internal and external stakeholders.
Support the skills development of junior specialists by providing guidance on the subject matter in your scope of work.
Independently deliver work and determine deliverables from a range of prescheduled and ad hoc team responsibilities.
