Credit Risk Stress Testing Analyst

Morstan

Budapest, Hungary
Hybrid
Credit risk stress testing
Portfolio-level analysis
Stress loss projections
Analyze and identify potential vulnerabilities based on stress loss projections under various internal and regulatory scenarios

Job Summary

  • Analyze and identify potential vulnerabilities based on stress loss projections under various internal and regulatory scenarios.
  • Communicate scenario analysis results clearly to senior management and global stakeholders.
  • Collaborate with cross-functional teams (Risk, Finance, IT, Business) to enhance processes and ensure regulatory compliance.

Matching Summary

Analyze and identify potential vulnerabilities based on stress loss projections under various internal and regulatory scenarios.

Skills & Requirements

Must-have

  • Credit risk stress testing
  • Portfolio-level analysis
  • Stress loss projections
  • Scenario analysis
  • Financial products understanding

Nice-to-have

  • Proactive and adaptable mindset
  • Eagerness to learn
  • Collaborative team player
  • Process improvement drive

Key Requirements

  • Degree in quantitative discipline
  • Comfort with data analytics tools
  • Fundamental understanding of financial products
  • Strong communication skills
  • Analytical and problem-solving skills

Work Rights

Not specified

Tailored Resume

Cover Letter