£90,000 - £110,000
7 months ago
This role has several challenging components, offering technical and intellectual challenge and giving you a voice in an area of the bank which is shaping strategic thinking and conversation.
You’ll be responsible for;
- Using SAS to deliver stress testing projections by implementing scenarios and methodologies
- Contributing to the definition of the methodologies used for loan impairment charges and risk-weighted asset projections
- Preparing dedicated analysis and reports for both internal and external audiences
- Making sure that stress testing meets regulatory requirements
You’ll require relevant work experience in a major bank, rating agency or consultancy firm focusing on one of two areas: either loan impairment charges and risk-weighted asset stress testing projections, or portfolio credit risk modelling or the estimation of risk parameters, including PD, EAD and LGD.
What are you waiting for??