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Credit Stress Testing Manager

  • Location

    London

  • Sector:

    Risk

  • Job type:

    Permanent

  • Salary:

    £90,000 - £110,000

  • Contact:

    Keith Jones

  • Contact email:

    keith@paritasrecruitment.com

  • Published:

    15 days ago

  • Expiry date:

    03-04-2019

  • Consultant:

    Keith Jones

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??