Responsibilities:Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key driversSupports the planning related to setting quantitative work priorities in line with the bank's overall strategy and prioritizationIdentifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validationSupports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetiteSupports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential riskWorks closely with model stakeholders and senior management with regard to communication of submission and validation outcomesPerforms statistical analysis on large datasets and interprets results using both qualitative and quantitative approachesProvide domain expertise for Strategic Risk Initiatives, Risk Management, GRA, Regulators (MRA/MRIA), Audit, MRM, QSG and MRT/FO technology, providing requirements, system design and adoption testing support. Assist with new Regulatory requirements and build/improve processes to a point that they can be handed over to the appropriate team for on-going production (EST, Internal/External Reporting, GBS).Provide a "One Stop Shop" for Risk Managers, GRA, external teams for Market Risk model and systems supporMinimum Education Requirement: Master's degree in related field or equivalent work experienceRequired Qualifications:2-3 years of experience in the Risk/Finance or related discipline.