Stress Testing Manager

Recruiter
The Fiser Group Limited
Location
London (Greater)
Posted
15 Sep 2018
Closes
18 Sep 2018
Contract Type
Permanent
Hours
Full Time

International Commercial Bank seeking a Stress Testing Manager to join their London office.


Key responsibilities


• Challenge the stress-testing projections for credit, market and liquidity risks, in line with the regulatory requirements for the ILAAP, RRP and ICAAP.
• Coordinate the completion of the ILAAP
• Support and challenge Finance with the definitions of methodologies for RWA projections and loans impairments
• Monitor the Bank’s limits, produce adequate reporting and escalate breaches
• Be Risk’s SME in liquidity and market risks, challenging the ILAAP, providing analysis of funding resources and applying liquidity stress-testing assumptions
• Lead the design, building and maintenance of the Bank’s market risk and liquidity risk frameworks, including risk appetite, policies, CFP and liquidity section of the RRP
• Assist in embedding a culture of strong risk management throughout the business by actively cultivating and maintaining stakeholder relationships, providing advice on risk management issues and demonstrating the benefits to be derived from such a culture.
• Measuring and reporting price and interest rate exposures across all asset and liability classes.
• Validating and approving pricing and valuation models for trading and investment positions.

Skills/ Experience required
• Knowledge of fixed income products; emerging markets; government and corporate bonds
• Significant previous market risk, credit modelling, ILAAP and stress-testing analysis experience. Middle-Office experience would be a plus
• Solid understanding of market risk measurement methodologies (sensitivities, VaR and stress testing) and market risk policy.
• Strong knowledge of the regulatory environment
• Strong Microsoft Office skills.
• Relevant professional qualification is desirable.
• Excellent written and oral communication skills.
• Exposure to the FCA/PRA would be a plus


This job was originally posted as www.cityjobs.com/job/960716795

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