Multiple Temp & Perm tress Testing Vacancies for Risk/Data/Quant Professionals
We are looking for temporary and permanent individuals across a range of seniorities and backgrounds to play a central part in this process.
Responsibilities include: liaising with the firms; collating historical and current risk data – using portfolio-specific expertise and judgement to ensure the inputs are accurate and in the appropriate form; maintaining and monitoring of the stress tests; and quantitative modelling constant improvement of the underlying methodologies.
If you have experience working in retail/wholesale credit risk; structured finance; or liquidity risk management with skillsets such as reporting analysis, portfolio management or quantitative analytics, you will have relevant skills. This experience is likely to have been gained while working at a bank, ratings agency, or consultancy.
Individuals are encouraged to get in touch as soon as possible by applying with a full CV or via the contact details supplied.
Please note that these opportunities are based in London, and only individuals with full rights to work in the UK will be considered.
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