Capital Stress Testing Manager recruitment

This growing bank is currently seeking to recruit a Manager into their Capital Management team to focus on Stress Testing Modelling.

Your role will be to validate the bank's risk appetite, capital/risk policies and overall capital plan by stress testing and modelling.  You will model and stress test the bank's capital position and capital issuance plans to ensure these are aligned with stressed scenarios outcomes.

This role is not suited to a 'pure' quantitative modeller. The role is mainly focussed on developing scenarios/stress tests, analysing the results of the tests and applying this to the capital position in the bank. You will not be developing models from scratch.

The role would therefore best suit someone who has an understanding of stress/scenario testing, capital strategy and regulatory capital (ICAAP, Basel II/III) in the banking sector. You should be highly numerate and any previous experience in areas such as credit risk modelling or capital / economic capital modelling would be beneficial.

This is an unique opportunity to join a high profile bank at an exciting time in the development of its capital strategy and planning.