Stress Testing Manager

  • Negotiable
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Michael Page
  • 23 Apr 18 2018-04-23

The Stress Testing Manager position is a technically focused role in an area which is rapidly increasing in importance as a tool for risk management and commercial decision making. This role will have several components, offering technical and intellectual challenge and giving you a voice in an area of the bank which is shaping strategic thinking and conversation.

My client is a well established bank. This role can be based in London or Birmingham.

Description

The Stress Testing Manager will be responsible for:

  • Working on credit risk stress testing projections, which will give this person a chance to gain exposure to the bank's strategy
  • Using SAS to deliver stress testing projections by implementing scenarios and methodologies
  • Contributing to the definition of the methodologies used for loan impairment charges and risk-weighted asset (RWA) projections
  • Preparing dedicated analysis and reports for both internal and external audiences
  • Making sure that stress testing meets regulatory requirements

Profile

The succesful candidate will have:

  • A solid academic background in a quantitative, technical or economic field, preferably with a PhD or other postgraduate qualifications
  • Good knowledge of the retail or wholesale credit business and products - Financial Services background
  • Strong programming skills including SAS, SQL, VBA or other languages such as C++ and familiarity with numerical analysis
  • An understanding of relevant capital requirements regulation (Basel II/III) and impairment assessment approaches (IAS39/IFRS9)
  • An organised approach and be comfortable working to deadlines
  • Strong communication skills - both verbally and in writing
  • The ability to intellectually challenge data using a good understanding of how the bank operates, and to be challenged in return

Job Offer

This is a permanent role which offers fantastic career prospects and opportunities to enhance your technical skills.