Credit Stress Test Associate
ΑΘΗΝΑ, GR
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
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.
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.