Stress Testing Quantitative Analyst

We have a very interesting role, in a collaborative environment for a Quant Analyst with good experience of risk models, with a view to work cross functionally looking at the production of models for Credit Risk, Operational Risk and IRRBB. You will also work on the firm wide Stress testing tool that covers the full balance sheet for capital and liquidity.

The role gives excellent visibility within the bank, in a unique and collaborative environment. It is well suited to someone able to work on their own initiative and proactively, where you will learn and further develop within the role. The analysis, modelling and projects you work on, will give you direct access to Senior Stakeholders and also Board Members. So the ability to communicate across the business will be vital working on important regulatory topics.

Key parts of the job include:

• Building tools for firm wise Stress testing, working with the processes for regulatory ICAAP, ILAAP and Recovery plan.
• Developing, maintaining and executing – Pillar 2A models (Credit, IRRBB, Concentration and Operational Risk)
• Engaging with various departments including model risk management. Also communicating technical messages clearly to senior management, stakeholders and up to board level.

Key Requirements:

• You must have experience in either Credit Risk, Operational Risk, Financial Risk, Stress Testing or Model Development within a bank. Credit and Financial Risk being key.
• Experience in model development or model execution.
• Strong communication skills able to work with technical details, explaining information clearly to various stakeholders and senior management.
• Risk governance and process controls.
• Some experience with Python or SAS, with SQL and Pivot tables.
• Excellent attention to detail and a proactive approach to work.

Please do apply directly to the link if you are interested in this unique role.

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