Stress Testing Modeller recruitment
Job Title: Stress Testing Modeller
A key client of ours is currently recruiting for a Stress Testing Modeller to work in Group Finance specialising within Market Risk. The role is a maternity cover, initially for 6 months but there is potential for that to be extended. Successful candidates will have a strong academic background, at least 2 years' Market Risk experience within an Investment Bank. The maternity cover will start in a couple of months so my client will consider candidates on up to 1 months' notice.
The Role:
* To design and produce an approach to stress testing to generate automated means of stress testing the portfolio.
* At a Group level, you will be required to ensure that scenarios and stresses are applied consistently across portfolios.
* You will also be responsible for designing an approach to credit risk stress testing that can be used for general reporting and integrated into capital planning, reverse stress testing and reporting.
Key Requirements for the role;
* You must have an outstanding academic background; at least a 2:1 degree in either Maths, Statistics or Finance and ideally a Master in a similar relevant subject.
* Successful candidates will ideally have between 2-4 years Market Risk experience from a leading Investment or Retail Banking environment.
* Experience of Capital Planning and developing practical solutions for modelling.
* An understanding of the various types of risk faced by banking institutions.
* Previous experience of implementing and developing reporting for various levels of management. 