Capital Stress Testing Manager

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Company: Valley Bank

Location: Fairfield, NJ 07004

Description:

Responsibilities include but are not limited to:
  • Oversee and manage all aspects of the capital stress testing program including but not limited to governance, policies, procedures, execution, timeline management, modeling, documentation, review & challenge, cross-functional collaborations, process enhancements, model risk validation efforts, internal audit exams, as well as regulatory exams.
  • Ensure appropriate documentation is in place to support all aspects of the capital stress testing program including but not limited to policies, procedures, process flow, summary of results, review & challenge packages, model management catalogue, as well as analytical reports as necessary.
  • Develop and implement analytical content containing metrics to support scenario selection, material drivers of results, as well as assessment of results.
  • Design and produce documentation and presentations to effectively communicate key information to senior management and regulators.
  • Lead review & challenge discussions with key stakeholders regarding modeling assumptions, results, implications, potential overlays, as well as justification for overlays.
  • Oversee the preparation and consolidation of capital stress test forecasts, key assumptions, exceptions, limitations, mitigants, analytics, and other reporting as necessary.
  • Lead ongoing process improvements and optimization efforts including but not limited to the build-out of automated processes to analyze data, trends, and relationships as well as perform sensitivity analysis.
  • Ensure appropriate staffing needs are commensurate with the complexity of the capital stress testing program requirements (regulatory or otherwise).
  • Build and maintain collaborative relationships with partners in other areas of the bank (risk, accounting, treasury, etc.) to produce enterprise-level scenarios and forecasts.


Required Skills:
  • Highly motivated, confident, proactive, and independent self-starter.
    Knowledge of economic and accounting principles and practices, financial markets, banking and the analysis & reporting of financial data.
  • High degree of proficiency with Microsoft Office Suite with emphasis on PowerPoint and Excel.
  • Strong analytic, writing and presentation skills, including ability to summarize complex business problems and detailed analysis with clarity and brevity.
  • Familiarity with Regulatory Capital, Capital Planning, and Stress Testing rules.
  • Organized and detail oriented to simultaneously manage numerous aspects of the capital stress tests.
  • Strong intellectual curiosity and problem solving and/or analytical skills.
  • Ability to work on multiple projects under compressed timeline.
  • Strives for excellence in execution. Proactively seeks ways to improve effectiveness to meet current and future business needs.
  • Ability to quickly understand business process tasks / dependencies, data flows, and user's roles/responsibilities.
  • A wide degree of creativity and flexibility.
  • Extensive experience in capital management and stress testing.
  • Strong knowledge of regulatory requirements.
  • Excellent analytical and problem-solving skills.
  • Proficiency in financial modeling and risk assessment tools.

Required Experience:
  • Bachelor's degree in Economics, Finance, Accounting, Mathematics, or related field.
  • Minimum of 5 years of banking experience in treasury, finance, accounting, credit or other financial services areas.

Preferred Experience:
  • MBA or Masters Degree in Finance or Mathematics field.
  • Experience in treasury, capital planning and/or stress testing, financial reporting, regulatory reporting, accounting/internal controls, or consulting.

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