Hybrid Stress Testing & Credit Risk Manager (IRB)

Campion Pickworth; Greater London; Hybrid; GBP 95,000 - 135,000; Full time

Job summary

An established bank in London is seeking a Stress Testing Manager to lead the design and execution of credit risk models and stress testing processes. The successful candidate will have experience in developing credit risk models like PD, LGD, and EAD, along with the ability to analyze economic scenarios. This hybrid role offers an exciting opportunity to contribute to regulatory compliance and model development in a dynamic banking environment.

Qualifications

• Experience in credit risk model development, including PD, LGD and EAD models.
• Experience in stress testing model execution.
• Ability to analyze stressed economic scenarios and communicate impacts.

Responsibilities

• Design, develop, and maintain credit risk models with an emphasis on corporate IRB and stress testing.
• Lead elements of corporate credit model development and execute stress testing.
• Generate economic scenario analytics for ICAAP exercises.

Skills

Credit risk model development

Stress testing execution

Data extraction and manipulation

Analytical skills

Tools

SAS

Python

R

Job description

An established bank in London is seeking a Stress Testing Manager to lead the design and execution of credit risk models and stress testing processes. The successful candidate will have experience in developing credit risk models like PD, LGD, and EAD, along with the ability to analyze economic scenarios. This hybrid role offers an exciting opportunity to contribute to regulatory compliance and model development in a dynamic banking environment.