Manager, Stress Testing
PayPal · Luxembourg
Description du poste
About the role
The Manager, Stress Testing will lead the design, coordination and execution of the bank’s comprehensive stress testing programme. This includes macro‑economic, credit, interest‑rate‑in‑the‑banking‑book (IRRBB) and ESG/climate risk scenarios, ensuring the institution meets regulator expectations and integrates results into strategic planning.
Key responsibilities
- Define and maintain the overall stress testing framework covering all risk types.
- Develop quantitative models and scalable stress scenarios in collaboration with the Model Risk Manager.
- Coordinate with Risk, Treasury, Finance and Group stakeholders to align stress testing activities with regulatory requirements (CSSF, ECB).
- Integrate stress test outcomes into capital and liquidity planning, risk appetite setting and recovery plans.
- Monitor and report stress testing results to senior management and regulators.
Required profile
- Strong quantitative and data‑analytics background.
- Experience in banking risk management, particularly stress testing.
- Ability to work cross‑functionally with risk, finance and treasury teams.
- Understanding of regulatory expectations from CSSF and ECB.
Required skills
- Quantitative modelling.
- Data analysis.
- Stress scenario development.
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PayPal
Luxembourg
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