Enhance macroeconomic scenarios with up-to-date economic themes and identify portfolio vulnerabilities. Utilize macroeconomic and statistical skill sets to challenge and calibrate severity of scenario projections. Perform stress testing and identify largest counterparty default under various stress scenarios. Perform risk attribution analysis on risk measures, covering equities and fixed income products for security lending and repo business lines. Investigate drivers for limit exceptions and work with business managers to remediate limit exceptions.Support the delivery of collateral monitor reports for multiple trading business lines including Securities Finance, FX, repo and reverse repo. Oversee daily margin movements and weekly trends.