AQR & Stress Testing Expert

An international banking institution focusing on robust risk management and regulatory compliance. The organization is enhancing its frameworks to meet ECB expectations and industry best practices, offering a dynamic environment for specialized interim professionals.

In this high-impact engagement, you will lead the design and execution of stress tests, ensuring comprehensive Asset Quality Reviews (AQR) to assess the bank’s loan portfolios and other assets. By analyzing capital and risk exposures under various scenarios, you will help strengthen the bank’s resilience and alignment with ECB standards.

• AQR & Scenario Analysis

  • Develop methodologies for assessing asset quality (insbesondere Kreditportfolios)

  • Coordinate with internal teams to validate assumptions and interpret results

• Stresstesting

  • Design and execute stress test scenarios to evaluate asset resilience

  • Identify vulnerabilities and recommend corrective actions

• Regulatory Reporting & Documentation

  • Produce clear, audit-ready reports for internal stakeholders and regulators

  • Maintain comprehensive documentation of AQR methodologies, assumptions, and outcomes

• Cross-Functional Collaboration

  • Work closely with risk, finance, and compliance teams to align AQR findings with capital planning

  • Present findings to senior management and recommend action plans

• Continuous Improvement

  • Monitor regulatory changes related to AQR und Stresstesting, updating frameworks as needed

  • Provide insights to enhance overall risk management practices

• Proven track record in AQR, credit portfolio review, and stress testing within the banking sector

• Strong understanding of ECB regulatory requirements

• Proficiency in quantitative risk modeling and data analysis tools

• Excellent communication skills for presenting complex findings

• Ability to work independently and manage multiple priorities

• High-Profile Project: Tackle a critical, complex assignment that significantly impacts the bank’s regulatory standing

• Professional Growth: Strengthen your expertise in AQR and stress testing, enhancing your profile for future mandates

• Collaborative Environment: Partner with cross-functional teams and engage with senior leadership

• Impact & Visibility: Contribute to key decisions shaping the institution’s risk culture and regulatory posture

• Potential Extension: While initially set as a 6-months engagement, an extension up to three years is likely based on project needs