VP
Working within the Portfolio Risk Team, you will be responsible for reviewing, challenging and developing credit risk stress testing frameworks as well as conducting stress tests for various regulatory and group wide excercises.
You will be required to work closely with the Portfolio Economics and Quantitative analytics teams in the development of new stress testing methodology.
You need to have a technical background with an appropriate qualification in a relevant subject, such as Mathematics, Economics, Finance or IT as well as proven experience within a specialist area such as counterparty risk, regulationsy finance, treasury or finance.
Ideally, you will have highly developed ability to manipulate and analyse data using Excel, VBA and SQL. In addition, you need to have strong interpersonal skills so that you can build and maintain relationships with key stakeholders.
Please submit your CV for a complete job description.
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