Stress Testing Analyst, Kleinwort Hambros

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Société Générale - UK
  • 20 May 18 2018-05-20

Stress Testing Analyst, Kleinwort Hambros

People join for the impact they can have on us. They stay for the impact we have on them. A flatter structure offers visibility and exposure beyond that of our competitors, so you know our names, and we know yours. It's personable, human, and inspires success through passion. By encouraging open mindedness and a willingness to share ideas, we have adapted to market changes and thrived through innovation. Bringing words like “hard work” and “dedication” together with “community” and “respect” has enabled us to work collaboratively and build our future together. We call this Team Spirit and it's what makes us different. It's what makes you different.


Description of the Business Line or Department

The Financial Risk Department is responsible for the production of capital and liquidity stress testing (including market, operational and credit risk) and all relevant associated processes and documentation.
The department is also responsible for the creation of commercial and other business line management information.
The department is the lead for the Inspection, internal and external audit oversight control framework and all risk governance.
The department is the second line of defence for all Treasury activities.

Summary Of The Key Purposes Of The Role

• Assisting in the development of a stress testing and risk modelling framework
• Development of stress tests and scenario analysis
• Assisting in the presentation, interpretation and explanation of risk measures and stress testing results
• Data mining, cleansing and enrichment

Summary Of Responsibilities

• Data extraction projects.
• Assisting in the development and maintenance of stress tests.
• Assisting in the development and maintenance of risk measures (early warning indicators)
• Market risk monitoring and reporting.
• Responsibility for escalating risk breaches within their scope
• Maintenance of data integrity.
• Assist in production of annual ICAAPs.
• Assist in production of annual ILAAPs
• Assist in management of regular LCP tests
• Assist with the modelling of Business related activities such as dry lending and drawdown of committed facilities.
• Embody Code of Conduct and behavioral competency


Profile:

Competencies

Technical Skills

• Required: MS Access database user and developer
• Required: MS Excel advanced user and VBA developer
• Required: Experience developing SQL queries
• Required: High standard of written English
• Required: Experience presenting information in Microsoft PowerPoint
• Desirable: Familiarity with ‘R' programming language
• Desirable: Familiarity with Microsoft.Net , C#, SQL Server
• Desirable: understanding of application development lifecycle

Personal attributes

• Enquiring mind and motivation to learn
• Pragmatic problem solver
• Able to deal with ambiguity
• Able to work to deadlines while managing work/life balance

Work Experience

• Required: 3-5 years experience in banking, risk consultancy or fund management
• Required: Basic understanding of banking regulation and accounting standards
• Desirable: Familiarity with private banking products (mortgages, deposits, Lombard lending)
• Desirable: Familiarity with investment products and derivatives (bonds, interest rates swaps, FX)
• Desirable: Experience with ICAAP and ILAAP under CRR (PRA or other European regulator)

If you feel you have the required experience and qualifications, then please apply to the SG Resourcing Team, and we will manage your application. At Societe Generale, we believe our people are our strength and are core to the success of our business. As such, we search for, recruit and appoint the best available person on the basis of aptitude and ability, regardless of sex, marital or civil partnership status, race, colour, nationality, ethnic or national origins, pregnancy, disability, age, sexual orientation, religion, belief or gender reassignment.