Credit Stress Testing Manager

  • Location


  • Sector:


  • Job type:


  • Salary:

    £90,000 - £110,000

  • Contact:

    Keith Jones

  • Contact email:


  • Published:

    over 2 years ago

  • Expiry date:


  • Consultant:


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??