Credit Risk Stress Testing Modelling Lead (Hybrid, London)

Campion Pickworth; Greater London; Hybride; GBP 70 000 - 90 000; Plein temps

Résumé du poste

A specialist bank in Greater London is seeking a Stress Testing Modelling Manager to lead the redevelopment of their credit risk stress testing models. The role involves providing insights and recommendations to assist strategic objectives while managing enhancements and maintenance of model structures. Candidates should possess strong knowledge of Credit Risk and experience in stress testing and forecasting, alongside SQL and SAS skills. The position offers a hybrid working environment.

Qualifications

• Strong understanding of Credit Risk with extensive relevant experience in developing Credit Risk Models.
• Experience in undertaking stress testing and forecasting exercises.
• Understanding of IFRS 9 model requirements and development experience.

Responsabilités

• Lead redevelopment and execution of stress testing models for credit risk.
• Provide insights to the front-line business on risk profile.
• Implement model changes and enhancements as needed.
• Support IFRS 9 expected losses activities.
• Maintain data structure for model risk management.
• Provide support to Risk and Compliance function.

Connaissances

Credit Risk understanding

Stress testing experience

SQL

SAS

Statistical modelling

Excellent written and presentational skills

Description du poste

A specialist bank in Greater London is seeking a Stress Testing Modelling Manager to lead the redevelopment of their credit risk stress testing models. The role involves providing insights and recommendations to assist strategic objectives while managing enhancements and maintenance of model structures. Candidates should possess strong knowledge of Credit Risk and experience in stress testing and forecasting, alongside SQL and SAS skills. The position offers a hybrid working environment.