Credit Risk Stress Testing VP

  • Excellent package
  • London, England, United Kingdom
  • Permanent, Full time
  • Greenwich Atlantic Associates
  • 05 Oct 17 2017-10-05

My client, a top tier Investment Bank, is looking to make an experienced hire into its Stress Testing team.

The responsibilities will include but not be limited to:

  • Stress testing calculations across all asset classes
  • Validation of the results of stress testing
  • Quantitative analysis of stress testing results
  • Presentation of credit stress testing analysis and results to senior stakeholders and/or committees
  • Development and maintenance of best practice stress testing capabilities
  • Challenging existing credit risk methodologies

Desired skill set:

  • Degree educated within a quantitative discipline
  • Proven experience within a similar position or with significant exposure to Credit Risk Management
  • Exposure or experience within Counterparty Exposure Management
  • Good understanding of stress testing and associated regulatory environment
  • Strong analytical skill set and communication skills
  • Strong IT skills across SQL & VBA

If you are interested to find out more please contact Allister – allister.richardson@greenwichatlantic.com 0203 174 2150 or APPLY