Execution of stress testing using predefined scenarios
Understanding of regulatory reporting expectations pra basel ecb hkma
Experience with source-to-output traceability lineage artefacts
The role involves executing stress testing using predefined scenarios and methodologies to assess the impact of adverse conditions on capital and liquidity adequacy
Job Summary
The role involves executing stress testing using predefined scenarios and methodologies to assess the impact of adverse conditions on capital and liquidity adequacy.
Candidates must demonstrate a strong understanding of regulatory reporting expectations including PRA, Basel, ECB, and HKMA frameworks.
Capco offers a career advancement path with no forced hierarchy, allowing everyone to grow as the company grows.
Matching Summary
The role involves executing stress testing using predefined scenarios and methodologies to assess the impact of adverse conditions on capital and liquidity adequacy.
Skills & Requirements
Must-have
Execution of stress testing using predefined scenarios
Understanding of regulatory reporting expectations PRA Basel ECB HKMA
Experience with source-to-output traceability lineage artefacts
Familiarity with change delivery lifecycles
Data sourcing quality controls pipeline coordination
Nice-to-have
Subject matter expertise in complex stress scenario design
Judgement in calibration of emerging scenarios
Building or owning stress testing reporting packs
Tolerant open culture valuing diversity inclusivity