European Central Bank
Source: Job board
The Stress Test and Modelling Division is part of the Directorate General Macroprudential Policy and Financial Stability of the ECB. The Directorate General has approximately 100 staff members providing analyses and policy advice on issues relating to macroprudential policies, financial stability, financial regulation and financial stability arrangements. In the Division we conduct model-based analyses for (1) stress tests of the financial sector, and (2) macroprudential policy impact assessments at the national, euro area and European Union levels.
In the area of stress testing, we are currently contributing to the upcoming 2018 EU-wide stress test coordinated by the European Banking Authority, in particular, the top-down, model-based part of the quality assurance process. In relation to the assessment of macroprudential policies, we develop models and background studies that inform ECB macroprudential policy decisions. We also support the activities of the European Systemic Risk Board and contribute to policy discussions at the European and international levels.
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