Manager, Stress Testing Oversight

Define the specifications and methodology for the stress testing program, ensuring alignment with ECB and other applicable EU regulatory requirements, in particular for systemically important institutions. Lead the coordination and definition of key stress testing assumptions (macro, idiosyncratic, and reverse stress scenarios) with internal stakeholders and expert teams across risk, finance, and business lines. Oversee and ensure the ongoing adequacy, calibration, and fit-for-purpose operation of stress testing models and engines. Interpret, review, and document all stress test results, including the rationale for key assumptions and their impacts on capital, liquidity, and solvency positions. Present stress testing methodology and outcomes to senior management, risk committees, and regulatory bodies (ECB, CSSF) as required, articulating material risks and model limitations in a clear and concise manner. Maintain up-to-date documentation and process control for all elements of the stress testing lifecycle, including scenario selection, data inputs, model parameters, and reporting outputs. Monitor market and regulatory developments, proactively enhancing the stress testing framework to ensure best-in-class standards and ongoing regulatory compliance (ECB Guide on ICAAP/ILAAP, EBA Guidelines, CRR). Assist with the integration of stress testing outcomes into risk appetite, capital planning, recovery planning, and other strategic processes (e.g., ICAAP/ILAAP, SREP submissions). Support ad hoc regulatory data requests, internal reviews, audits, and examinations related to stress testing frameworks and outcomes. 7+ years of experience in stress testing, risk management, or quantitative analytics within a regulated EU/EEA banking environment, ideally with direct exposure to ECB SSM supervision. Proven track record in leading or coordinating stress testing or capital planning projects Hands-on experience with quantitative modeling and scenario design. Master's degree in finance, economics, quantitative discipline, or related field; professional certification (CFA, FRM, PRM, CQF) advantageous. Strong analytical skills and attention to detail, with outstanding verbal and written communication abilities. Capacity to interpret complex technical results for diverse audiences up to senior executive and regulator level. Proven experience working in a fast-paced, international environment, managing multiple stakeholders and deadlines. Subsidiary: