Senior Stress Testing Analyst

Warszawa, Poland
Ref: 90301 Contract: Full-Time Posted: 07/06/19 Closes: 11/07/19

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

  • This is a new business in our Warsaw office which will offer you challenging and varied Treasury work
  • You'll report stress results and risks to the business to senior management, 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 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 Regulators
  • Reconcile consolidated stress test results from FP&A Team with offline results maintained by NatWest Markets
  • Source historic economic, 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 NatWest Markets 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.