Senior Analyst - Stress Testing

Warszawa, Poland
Ref: 84752 Contract: Full-Time Posted: 20/12/18 Closes: 22/04/19

Join us in Warsaw as a Senior Product Controller, Stress Tester

  • This is a new business area in our Warsaw office which will offer you very interesting and varied treasury work
  • You'll report stress results and risks to the business and will therefore influence strategic decision making
  • Stress tests results are reported afterwards to the Bank of England (BoE) and European Central Bank, so you'll be a key person within this process

What you'll do

As part of the NatWest Markets (NWM) Treasury Stress Testing team, you'll be involved in all treasury and finance responsibilities for the stress testing exercises for the BoE, European Banking Authority and internal stress testing.

Your primary responsibilities will be to:

  • Produce stress results templates and submissions to PBCS, STDF - for BoE
  • Reconcile consolidated stress test results from FP&A with offline results maintained by NWM
  • Source historic economic, Profit & Loss (P&L), and sales data for use in income modelling
  • Source and enrich trade, counterparty, position level information for use in stress testing
  • Take direct responsibility for calculating elements of stress results, such as Modelling Cost Base under stress
  • Support the whole team in delivering goals

The skills you'll need

We'll look to you to bring:

  • A degree level education or to be part qualified as an accountant
  • A track record and proven experience working with a finance or treasury team within a financial services organisation
  • Strong Excel skills, including the ability to manipulate large quantities of data and build sensitivity models
  • Excellent attention to detail, to ensure data is complete, accurate, and fully auditable
  • Strong analytical and presentational skills
  • The ability to work with multiple stakeholders in different locations
  • Experience and knowledge of overall financials for a trading business desirable, such as P&L, BS, RWA, and leverage

How we'll reward you

You'll start on a competitive reward package. Your package includes the chance to join our RBS benefits scheme and to choose from a range of protection, healthcare or lifestyle extras.

Inclusion

At RBS, we want everyone to feel welcome. That’s why we want you to know that we will work with you to make the application process as smooth as possible. So please just let us know if you need any adjustments or support – we'll do whatever we can to help.