Credit Stress Test Associate

Alpha BankGreeceOn-siteFull-timeMid level, 2–5 yearsListed 3 weeks ago

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About this role

At Alpha Bank we are shaping the future of banking in Greece.

Through our large-scale Transformation Program, we are changing the way we operate, the way we deliver results and the way we service our Customers.

- We understand our Customers’ needs and design experiences around them.

- We work in partnership and invite diversity of skills and perspectives.

- We are forward-thinking and drive continuous improvement.

- We make things happen; we execute quickly and focus on what is essential.

If you are a change enthusiast who sets ambitious goals and works with a sense of purpose, we want to get to know you!

Join our team #AlphaBank

#WeAreAlpha #EnablingProgress #AlphaCulture #ValuesThatLead #OneTeamOnePurpose

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Purpose

As a Credit Stress Test Associate, you support in the calculations and preparation of the required submitted material for Stress Test and ICAAP processes.

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What you will be doing

- Support the execution activities for ICAAP, including detailed economic and normative perspective assessments for Credit Risk.

- Support the execution activities of internal and supervisory stress test exercises, ensuring robust analyses of Credit Risk metrics.

- Perform quantitative analysis for the interpretation of the results.

- Support in the preparation of the submission packages for regulatory and internal stakeholders.

- Support in the review of Pillar I RWA calculation for Credit Risk in order to ensure quality assurance on the regulatory metrics.

- Support in the review of Pillar II methodologies, including securitization risk evaluation

What you need to have

- A Bachelor’s degree in Finance, Economics, Econometrics, Statistics, Mathematics or in any other related field

- A Master’s degree in Mathematics, Statistics, Finance or related fields (desirable)

- At least three (3) years of working experience in ICAAP and Stress Tests in Credit Risk

What we offer

It’s all about our people. At Alpha Bank, you will enjoy:

- A friendly and collaborative working environment that supports taking initiative and action

- A culture that centers around learning and continuous development and encourages everyone to bring their best self to work

- The opportunity to challenge your thinking through your participation in complex tasks and transformation projects

- Being part of a large organization with a leading role in the Greek economy and a strong presence in the community

- Flexible working options

- A competitive salary and benefits

All applications will be acknowledged and treated in utmost confidence.