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Senior Quality Assurance Supervisor

vor 3 Monaten


Frankfurt am Main, Hessen, Deutschland European Central Bank Vollzeit

Position Overview

As a Senior Quality Assurance Supervisor, you will take on a pivotal role within the Horizontal Quality Assurance team, concentrating on data integrity, methodological adherence, and peer benchmarking concerning various capital risks. Your responsibilities will encompass: Evaluating the integrity and methodological adherence of financial institutions' submissions in designated risk categories (such as credit risk, market risk, or operational risk), ensuring that these submissions are adequately conservative; Offering guidance on the application of stress testing methodologies alongside pertinent regulatory and accounting frameworks (for instance, the Capital Requirements Regulation or IFRS 9); Assisting in the development of a robust team of specialists, collaborating with the Division's management and team leaders, while serving as a reference point and mentor for the team; Collaborating closely with other teams, including the JSTs and the ECB's top-down stress testing unit; Contributing to and preparing materials that support the decision-making process, while representing the Division in both internal and external meetings. This role presents a unique opportunity to influence financial stability across Europe and learn from some of the foremost experts in microprudential stress testing and policy impact assessment. You will be part of a diverse team dedicated to continuous innovation aimed at positively impacting the lives of European citizens.

Qualifications and Skills

Essential qualifications include: A master's degree or equivalent in fields such as economics, finance, business administration, accountancy, statistics, econometrics, mathematics, physics, engineering, or another relevant discipline; A minimum of five years of professional experience in stress test data analysis acquired at a regulatory authority, supervisory body, financial institution, international organization, or leading consultancy firm; Experience in coordinating and mentoring a team of highly skilled professionals; Comprehensive knowledge of stress-testing methodologies coupled with exceptional analytical skills; Professional experience in ensuring the quality assurance of banks' bottom-up stress test calculations, peer benchmarking, horizontal data analysis, data processing, and report preparation using databases; Advanced understanding of relevant accounting frameworks (e.g., IFRS 9) and regulations (e.g., the Capital Requirements Regulation); Proficient programming skills in languages such as Python, R, MATLAB, SQL, VBA, or SAS; An advanced (C1) command of English and an intermediate (B1) command of at least one other official EU language. Desired qualifications include: Experience in the development, implementation, and/or validation of stress-testing models; Advanced knowledge of one or more of the following programming languages: Python, R, MATLAB, SQL, VBA, SAS; Proficiency in Tableau; Previous involvement in EBA EU-wide and SSM stress test exercises. You will engage collaboratively with others, pursue team objectives, and willingly learn from diverse perspectives. You will effectively communicate any need for change by articulating it and proposing alternative solutions. Your ability to analyze complex information and evaluate various viewpoints will enable you to arrive at informed solutions. You will be attuned to stakeholder needs and skilled at fostering the development of others, thereby building high-performing teams. You are motivated to contribute to our objectives and to develop and utilize your skills and competencies in achieving the goals of this position. You are driven to guide teams in their daily tasks and support their professional growth.

Working Conditions

A part-time arrangement for this role can be discussed. On-site presence at the ECB's headquarters may be necessary during key phases of specific projects.