Quant Stress Testing Senior Manager

  • 100,000 + Benefits + Bonus
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Aston Carter Ltd
  • 19 May 18 2018-05-19

Senior level position focused on the delivery of stress testing projection by the implementation of scenarios and methodologies, with strong stakeholder interaction and visibility to the board.

Key Words:

Credit Risk, Market Risk, Liquidity Risk, Wholesale, Retail, SAS, Basel, Econometrics, Econometrician, Actuarial, Pricing, Operational Risk, AIRB, IRB, PD, LGD, EAD, Capital, Impairment, Quantitative, Validation, Models, Modelling, Monte-Carlo, Black Scholes, Statistics, Analytics, Stress Test, Data Manipulation, Data migration, R, Python, SQL, Forecast, IFRS, Loss Given Default, Probability of Default, Driver Based Models, DBM, Transforming, Data Strategy, Data Exploration, Rational Databases, business objects, Policy, ETL, Risk Measurement.

 

Title:     Quant Stress test Senior manager

 

Overview:

Senior level position focussed on the delivery of stress testing projection by the implementation of scenarios and methodologies, with strong stakeholder interaction and visibility to the board.

 

Employer:

Leading UK bank with a highly regarding risk analytics function which is undergoing a period of growth due to a prioritisation from the board.

 

They are now looking to acquire the highest standard of talent in the market from a quantitative perspective to help its development.

 

Skills and experience sought:

 

  • Strong academic background in quantitative based subject, ideally Masters or above in Maths, Statistics or Quantitative finance.
  • Highly proficient programming skills in SAS, SQL, VBA or other similar languages.
  • Retail or wholesale business and product knowledge, and preference to candidates with relevant capital regulatory understanding. Basel II/III or IFRS9.
  • Stress testing execution and methodological change
  • Strong communication skills for technical and non-technical audiences.

 

If this sounds like something that matches your skill, and you have strong experience in this area please reach out to Chris at Aston Carter on 02075327964 for a conversation. Furthermore if you have an up to date copy of your CV, please send it through to cjarvis@astoncarter.com or apply directly back to this post.