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Credit Risk Analyst - IRFS9 / Stress Testing

  • Location

    London

  • Sector:

    Risk

  • Job type:

    Permanent

  • Salary:

    £40,000 - £50,000

  • Contact:

    Keith Jones

  • Contact email:

    keith@paritasrecruitment.com

  • Job ref:

    34243

  • Published:

    27 days ago

  • Expiry date:

    07-03-2021

  • Consultant:

    Keith Jones

Credit Risk Analyst - IRFS9 / Stress Testing 

Working alongside the CRO and Head of Capital Risk you will be responsible for ensuring that the Bank has an effective and fit for purpose approach to managing credit risk.  

You will have a strong understanding of credit risk, IFRS9 ECL, stress testing and economic models and oversee and advise Line 1, including the Credit department and the business units, on all aspects of the Credit Risk Framework, Risk Appetite, and Credit Policies. You will also be repsonsible for  the production of the BCBS239 data aggregation and risk report.

Please submit your CV for consideration.