Stress Test Consultant - Derivatives

The NII WS Lead will have the responsibility: -

Fill the NII template
To prepare the EBA explanatory note
Presenting the pre-results to senior management for sign-off and/or potential optimization

Candidate experience required: - Experience with NII Template of the EBA EU-Wide Stress Test

NII Template end-to-end process with particular focus on
- Derivatives (Swaps, Options, Forwards, Swaptions, Caps/Floors)
- Deposits
- Repos / Rev. Repos
- Loan & Advances
- Debt Securities
Profound knowledge of the NII Methodology and in particular with the NII specific methodological deviations with core EBA methodology
- Example: Derivatives in Prop. Trading classification
Excellent knowledge of Derivatives
Very good understanding on key EBA Stress Test dependencies between templates
Able to work with very tight timeline and deadlines from the regulator
Excellent Project management skills and analytical skills, excellent communicator able to co-ordinate multiple teams and drive results

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