Capital Management – Stress Testing Modeller recruitment

A London based Wholesale Bank is seeking a regulatory Capital Management/Economic Capital/Credit Risk Modeller on a contract basis.

An exciting opportunity has arisen for a Regulatory/Economic Capital Planning Analyst to influence and make a difference to decision making in regard to Capital Management at the Bank. The successful candidate will work in the Capital Management area of the bank and will be responsible for generating an approach to Stress Testing the wholesale banking portfolio using various input sources. The Capital Planning Analyst will define links between key profit and asset variables relating to retail portfolios and economic variables. You will provide the basis for stress testing and insuring the underlying inputs and assumptions around Capital Attribution are correct. You will consider the relationships between the Credit Risk Weighting of products and specific events. The Stress Testing Risk Modeller will provide a consistent approach to stress testing through out the bank, build a robust model to roll forward and integrate into capital planning.

This role will suit someone from a retail or corporate banking background who has worked extensively in the Capital Management areas of the Bank and fully understands the relationship between credit risk and regulatory capital constraints based on an underlying portfolio banking products.

Minimum requirements:
- Experience of Capital Planning for a retail or wholesale bank
- Deep understanding of regulatory capital impact if movement in underlying economic variables (e.g. interest rate movements)
- Understanding of Credit Risk
- Stress Testing experience
- Mathematical or financial background

Fixed Term Contract - Prorated Salary - £65-90k - 9-12 months
Robert Half Ltd acts as an employment business for temporary positions and an employment agency for permanent positions. Robert Half is committed to equal opportunity and diversity. Suitable candidates with equivalent qualifications and more or less experience can apply.