Test Analyst - Stress Testing

Recruiter
Whitehall Resources
Location
London (Greater)
Posted
11 Jan 2018
Closes
11 Feb 2018
Contract Type
Contract
Hours
Full Time
Test analyst - Stress Testing

Whitehall Resources are looking for an experienced Test analyst - Stress Testing for a 3 month initial contract in London.

Essential Skills/ Experience:
- Assist financial services clients in implementing solutions to address qualitative and quantitative modelling requirements around risk and capital management
- Perform as a SME in Model Risk Management are with focus on stress testing model development and validation in regulatory compliance areas, especially IFRS9, CCAR and DFAST
- Provide expertise on latest trends within regulatory compliance and support development of Intellectual Property in risk and compliance space
- Project management & End to End delivery of Stress Testing program
- Support pre-sales activities
- Deep knowledge of the following regulatory areas - CCAR/DFAST, IFRS9, Basel with focus on stress testing
- Well versed in different methodologies for Credit Risk Modelling - PD/LGD/EAD for retail as well as wholesale portfolios
- Experienced in PPNR modelling
- Experience in model development, validation and documentation especially for regulatory compliance
- Well versed with Quantitative Finance, Time Series Analysis, Statistical Analysis & Modelling, Risk Management, Business Analysis
- Knowledge or familiarity with coding in Excel, SAS, R, Matlab, and/or VBA
- Business writing skills such as documentation of Business Requirements and Functional Requirements
- Functional specifications
- Model development and validation documentation experience
- Some data management skills
- Ability to support custom implementation and/or vendor implementation programs
- Project and people management experience

SAS Technical Skills
- Base SAS
- Advance SAS
- SAS VA
- SAS MIP (most important)
- SAS Risk Dimensions
This job was originally posted as www.cwjobs.co.uk/job/79184098