Stress Testing Capital Analyst

  • Competitive
  • Birmingham, England, United Kingdom Birmingham England GB
  • Permanent, Full time
  • RBS
  • 18 Mar 18 2018-03-18

See job description for details

The Business
We're looking for a Stress Testing Capital Analyst to join us in Birmingham

  • This is an intellectually challenging role spanning across the entirety of our business, giving you the chance to help guide the bank towards greater strength
  • Your high profile work will uncover vulnerabilities in our capital adequacy on both a local and business-wide basis
  • You'll gain a deep knowledge of stress testing and reverse stress testing frameworks, and broad exposure across our businesses and products

What you'll do

As a Stress Testing Capital Analyst, you'll support in conducting deep dive reviews of portfolios, assets and models, applying various economic scenarios to judge our capital adequacy, and identifying vulnerabilities in our profit and loss and balance sheets. You'll also look into the performance of different products, evaluating return on investment to generate valuable business intelligence.

You'll achieve success in this role by:
  • Preparing high quality reports for senior committees, presenting your findings as compelling conclusions on our underlying risks, and providing the early warning necessary to keep our businesses secure
  • Working with senior business risk specialists and risk senior management to drive delivery, and challenge our methodologies and assumptions, as well as the outcomes and implications of results
  • Providing independent review and challenge to stress testing results, focusing on their overall credibility, and comparing results across and within different scenarios
  • Following industry trends to inform and deepen your understanding of credit capital risk

The skills you'll need

This is highly quantitative work, and we're looking for someone with an educational and career track record that shows you're up to the task. An undergraduate degree in a quantitative discipline such as Mathematics, Financial Mathematics, Physics, or Statistics is essential, and further postgraduate study would be welcome.

We'll also expect:
  • A relevant professional qualification, such as CFA status at level 2 or above, PRM, or FRM, and a working knowledge of accounting practices
  • Good experience in risk management or in a banking environment - a track record working in credit risk, risk analytics, or as an equities analyst would be a good fit
  • Good understanding of stress testing, capital adequacy, profit and loss and balance sheets, as well as a broad knowledge of retail and wholesale credit products
  • Strong interpersonal and communication skills, including the ability to produce high quality reports for senior management committees which distil complex analysis into meaningful conclusions

Knowledge of Basel II and III would also be valuable, and may prove to be an advantage.

How we'll reward you

In return, we offer a competitive salary plus 25% cash and benefit funding programme that can be tailored to suit your individual needs. In addition, we provide a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your work/life priorities.

Visit our reward and benefits page for more information on the benefit packages we offer.


At RBS, we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we'll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles - find out more .

As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you'll need to satisfy some important background checks before you can start working with us. These will include a full credit check, a criminal record check, residency and right to work checks.

Salary: Competitive

Closing Date: 11/04/18

Location: Birmingham