Credit Stress Test Associate

Job description

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.