The Manager, Capital Markets Stress Testing role sits within a growing risk management team focused on developing and enhancing stress testing frameworks for both market risk and counterparty credit risk. The role emphasizes analytical rigor, data‑driven risk assessment, and clear communication of stress testing insights to support sound business decisions, regulatory requirements, and the bank's overall risk appetite.

Responsibilities

• Contribute to the development and execution of stress testing methodologies for capital markets exposures, including market risk and counterparty credit risk.
• Partner with a broad set of stakeholders, including risk management and technology teams, to ensure stress testing outputs are accurate, relevant, and well understood.
• Proactively identify issues related to data, models, or processes, and take initiative to investigate root causes and drive resolution.
• Develop, enhance, and maintain analytical t...