Local Knowledge Global Resources Specialist Consultants
- New York
- Hong Kong
AVP - Scenario Expansion
Location: London, England, United Kingdom
Salary: £Competitive package
The Scenario Expansion team designs and produces both regulatory and internal stress test scenarios for capital management and reporting purposes (including ICAAP). The team is highly skilled in econometric and statistical modelling and analysis.
An AVP level risk professional is required for a newly created role in the team which will be responsible for supporting the build out of a new stress testing framework and internal models globally. You will also research, develop, build and run tools for Scenario Design and Expansion, analysing the model results for appropriateness. This role requires engagement with stakeholders in business teams, model validation and projects.
The successful candidate will have a numerate/quantitative degree, strong econometric and statistical modelling skills, experience in stress testing/scenario expansion, strong communication skills and the ability to work with large volumes of data.