Scenario Execution Manager # 104717

The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision-making that supports the bank’s business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.

She / he will be responsible for;

  • Researching and developing appropriate methodologies and processes to enhance Scenario execution and increase the use of scenarios decision-making.
  • Provide key input to Risk identification framework to support scenario generation appropriate for use in Risk Appetite, ICAAP and Reverse Stress Testing.
  • Review and challenge of business strategy for use in scenario execution, assessment of performance for Risk Appetite use, ICAAP and Reverse Stress Testing.
  • Execution of scenarios to support key uses such as ICAAP & business strategy assessment.
  • Facing off to key business partners (i.e. Risk, Treasury, Finance & Front Office) to explain, at a level suitable to the stakeholder, movements and requirements of the various models used within Risk. Able to explain their linkage to capital, earnings, limit setting and the risk appetite process.
  • Preparation of high quality presentations for a diverse audience from senior risk management to key support departments.
  • Act as deputy for the Head of Risk Appetite and Scenarios as required.
  • Line manager to Scenario teams across London and Warsaw including objective setting and performance management.


Open to discussing flexible/agile working.

  • She / he will be an authority in risk modelling, including one or several of Market Risk (e.g. VaR), Internal Capital models, Credit Risk management and Stress Testing as it applies to Investment Banking
  • Strong Knowledge of other areas such as Capital Management and/or Liquidity Risk
  • A degree-level education (or equivalent) in a numerate discipline – post graduate qualifications within a relevant field i.e. CFA, FRM, would be an added advantage
  • Validated experience developing Stress Testing within a risk department of a large bank
  • Knowledge and experience in programming (Microsoft Access, SQL or SAS) in at least one language
  • High standard of written English, and experience of producing formal documentation
  • Validated experience in managing and developing staff
  • To be able to operate autonomously, to move a project/task forward and produce an end state product that can be presented to senior management with minimal required revision