Credit Risk Scenario Modelling

Barclay Simpson Corporate Governance Recruitment
Closing date
17 Jul 2022

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Contract Type
Full Time
Job Description
Our client is a major retail and corporate banking group, regulated by the PRA. The group scenario planning and stress testing team is currently looking for a talented credit risk modeller who is looking to change direction slightly and move into stress and scenario execution and management.

The team are responsible for the design and execution of macro scenarios, and the resulting analysis and reporting of results, both for internal and regulatory purposes. The role involves extensive use, and some development of scenario and stress models, and as such a background in credit risk modelling as highly desirable. This could be from a risk modelling team in another bank, an economist, consultant or regulator. you will play a key role in developing climate risk related scenarios and will also be involved in a lot of cutting edge, ad-hoc planning for unexpected events and scenarios (eg the team led the Covid impact assessment for the bank).

If you are a risk modeller looking to move away from being purely focussed on modelling and would like to deploy those skills in a different type of role, this could be the role for you.

If you would like to learn more, please drop me a lone with your CV and we can discuss further.
Location: Birmingham, Edinburgh, Manchester Salary: 65k to 85k Job type: Permanent Job reference: 174960 Sector: Credit Risk

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