AVP, Counterparty Credit Stress Testing Analyst

Recruiter
LMA
Location
London, South East England
Salary
65000.0000
Posted
19 Jun 2017
Closes
19 Jul 2017
Contract Type
Permanent
Hours
Full Time

An excellent opportunity has arisen at a Tier 1 Bank for a Stress Testing Analyst to focus on the counterparty credit portfolio.

This role will support the Scenario design team and focus on the Pre-trade stress testing within Credit Analytics. This is a broad role covering all traded products and heavily involved in the regulatory landscape.

Some of the duties within the role will include but are not limited to:

  • Responding to regulatory requests from the various business stakeholders and the regulators
  • Maintaining and improving the global framework for stress testing, which includes scenario set up, execution and analysis.
  • Understanding the assumptions made and limitations of the methodology and improving the process, documentation and controls.
  • Managing the infrastructure and system improvements to support global scenario runs.

It is essential that you have previous stress testing experience gained within market risk / credit risk. You will needs to have a sound understanding of traded products and the impact of changes in the market will have on their behavior. You will also need to possess strong IT skills, ideally VBA & SQL.

In return they are offering a starting salary ranging between £65,000 - £75,000 dependent upon experience, plus bonus and benefits.