Associate Credit Risk Manager - Goodman Masson

ZipRecruiter; London; On-site; GBP 50,000 - 80,000; Full time

Job summary

An established industry player is seeking a Credit Risk Stress Testing Associate to enhance their credit portfolio management efforts across EMEA. This role focuses on stress testing and credit risk analysis, requiring a solid understanding of banking concepts and regulatory guidelines. The ideal candidate will have 3 to 7 years of experience in credit risk management, with hands-on expertise in stress testing and financial modelling. Join a dynamic team where your analytical skills will contribute to the development of robust risk management metrics and frameworks, ensuring the bank's compliance and performance in a challenging economic landscape.

Qualifications

• 3 to 7 years of experience in credit risk management within financial services.
• Hands-on experience with credit risk stress testing is essential.

Responsibilities

• Responsible for stress testing the bank's EMEA corporate investment banking portfolio.
• Manage production of regular and ad-hoc reports on stress testing outcomes.

Skills

Credit Risk Management

Stress Testing

Financial Modelling

Excel

VBA

R

Python

Banking Concepts

Regulatory Knowledge

Job description

Job Description

Credit Risk Stress Testing Associate

I am working with a well-known international bank in London, and they're looking for a Credit Risk Stress Testing Associate to join their team. You will work on credit portfolio management across Europe, the Middle East, and Africa, with a primary focus on stress testing and credit risk analysis.

In this role, you'll be responsible for stress testing the bank's EMEA corporate investment banking portfolio, assessing credit risk under various economic scenarios. You'll need to stay informed on regulatory requirements and industry standards related to credit risk, using research and analysis to produce actionable reports and updates.

You'll also manage the production of regular and ad-hoc reports on stress testing outcomes and portfolio performance, ensuring accuracy and timeliness. The job involves contributing to the development of credit risk management metrics and supporting enhancements to the credit risk stress testing framework through financial modelling.

The right candidate should ideally have 3 to 7 years of experience in credit risk management within financial services, preferably from a corporate bank. Hands-on experience with credit risk stress testing is essential. You'll need a solid understanding of banking concepts and risk management regulations, such as EBA guidelines or SS3/19, and proficiency in financial modelling using Excel and VBA-knowledge of R or Python is a plus. While familiarity with ESG risk principles is beneficial, it's not required if your credit risk expertise is robust.

If you meet the above set criteria, please apply or send a copy of your CV to [e-mail]

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.