AVP, Counterparty Credit Stress Testing Analyst
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.