Objective: Mental stress is detrimental to cardiovascular health, being a risk factor for coronary heart disease and a trigger for cardiac events. However, it is not currently routinely assessed. The aim of this study was to identify features of the photoplethysmogram (PPG) pulse wave which are indicative of mental stress. Approach: A numerical model of pulse wave propagation was used to simulate blood pressure signals, from which simulated PPG pulse waves were estimated using a transfer function. Pulse waves were simulated at six levels of stress by changing the model input parameters both simultaneously and individually, in accordance with haemodynamic changes associated with stress. Thirty-two feature measurements were extracted from pulse waves at three measurement sites: the brachial, radial and temporal arteries. Features which changed significantly with stress were identified using the Mann?Kendall monotonic trend test. Main results: Seventeen features exhibited significant trends with stress in measurements from at least one site. Three features showed significant trends at all three sites: the time from pulse onset to peak, the time from the dicrotic notch to pulse end, and the pulse rate. More features showed significant trends at the radial artery (15) than the brachial (8) or temporal (7) arteries. Most features were influenced by multiple input parameters. Significance: The features identified in this study could be used to monitor stress in healthcare and consumer devices. Measurements at the radial artery may provide superior performance than the brachial or temporal arteries. In vivo studies are required to confirm these observations.