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Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

The Manager, Capital Markets Stress Testing role sits within a growing risk management team focused on developing and enhancing stress testing frameworks for both market risk and counterparty credit risk. The role emphasizes analytical rigor, data‑driven risk assessment, and clear communication of stress testing insights to support sound business decisions, regulatory requirements, and the Bank’s overall risk appetite. It is part of the Capital Markets Stress Testing and Data Analytics team, a cross‑functional group at the center of market and counterparty credit risk, partnering closely with trading desks, model and regulatory teams, and other stakeholders to deliver robust stress testing, analytics, and methodologies that support capital adequacy, new business initiatives, and enterprise‑wide stress testing programs.

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