The successful candidate will be responsible for, among other things, the following key performance areas:
- Assist with the development and implementation of monitoring frameworks for systemic risk in domestic financial institutions.
- Analyse and reconcile new data with historical trends and other relevant data and sources.
- Conduct research to inform the assumptions and relationships that underpin economic and other models.
- Assist with the building of simple models, the running of short-term simulation exercises, and the analysing and explaining of model results.
- Compile thorough, comprehensive and descriptive reports.
- Demonstrate an understanding and application of all methodological standards, techniques and protocols that apply to own work.
- Prepare briefings and presentations on research findings and economic analysis, and present these to the internal team.
- Support the skills development of junior specialists by providing guidance on the subject matter in own scope of work.
- Assist with the development and implementation of the top-down and bottom-up stress testing frameworks (methodologies, processes, models etc.).
- Support the conducting and reporting of stress testing exercises in the financial system to provide advice to policymakers.
- Support the senior macroprudential specialists in co-ordinating and analysing the results of the stress testing exercises with relevant stakeholders.
