credit stress test associate
Oct 16, 2026 · Alpha Bank
What you'll do
- Support ICAAP execution through economic and normative perspective assessments for Credit Risk
- Support internal and supervisory stress tests by analysing Credit Risk metrics
- Perform quantitative analysis to interpret results
- Prepare submission packages for regulatory and internal stakeholders
- Review Pillar I RWA calculations for Credit Risk and assure regulatory metrics quality
- Review Pillar II methodologies, including securitization risk evaluation
Key requirements
- 3+ years' experience
- ICAAP and Credit Risk
- Credit Risk Stress Testing and Stress Test Submission Packages
- Quantitative Analysis and Credit Risk Metrics Analysis
- Economic and Normative Perspective Assessments
- Pillar I RWA Calculation and Regulatory Metrics Quality Assurance
- Pillar II Methodologies and Securitization Risk Evaluation
- Finance / Economics / Econometrics / Statistics / Mathematics / Any Field
Benefits
- Flexible working options and a competitive salary and benefits.
- The company also offers a friendly, collaborative environment focused on learning and continuous development.
About the job
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…
About the company
Our purpose at Alpha Bank is to enable progress in life and business for a better tomorrow, by integrating finance seamlessly into our customers’ lives. Since 1879, when J.F. Costopoulos founded Alpha Bank, our success is rooted in the relationships of trust we maintain with our customers. Today, we look to the future and aspire to be recognized as a reliable partner that helps businesses evolve and succeed in the green and digital economy, as well as an enabler of inclusive progress for our people, customers and communities. Join us on this journey.
About the company
Our purpose at Alpha Bank is to enable progress in life and business for a better tomorrow, by integrating finance seamlessly into our customers’ lives. Since 1879, when J.F. Costopoulos founded Alpha Bank, our success is rooted in the relationships of trust we maintain with our customers. Today, we look to the future and aspire to be recognized as a reliable partner that helps businesses evolve and succeed in the green and digital economy, as well as an enabler of inclusive progress for our people, customers and communities. Join us on this journey.