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 Read more […]
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 Read more […]
Stress Testing Modeller recruitment
Description of role and responsibilities, overall job objective(The aim of this list is to provide an indication only; it is by no means exhaustive): N.B. This role is to provide maternity coverage Ø To generate an approach to stress testing to generate automated means of stressing the portfolio using existing data sources given various input changes. Including: o Defining linkages between key profit and asset variables relating to retail portfolios and economic variables o Providing a basis to stress regulatory standardised capital requirements given changes to underlying Read more […]