City of London, London
16 days ago
Brewer Morris have partnered with a leading challenger bank who are expanding their Regulatory Capital team and looking to bring in a Capital Stress Testing Lead. You will play a pivotal role in designing the stress testing scenarios to contribute to the ICAAP submission.
Please see some of the key role responsibilities:
- Lead on the end to end stress testing process of the banks retail portfolio
- Design stress testing scenarios to quantify the capital impacts and propose actions to the business
- Work directly with the teams modellers to implement the stress test scenarios
- Assist directly with the ICAAP production
Key experience required:
- Strong Capital regulatory knowledge (ICAAP)
- Considerable experience in stress testing, both building and scenario analysis
- Strong understanding of regulatory stress testing guidelines (PRA, ECB, EBA)
- A background in Risk covering areas such as Credit Risk or Market Risk experience is desirable also.
This role is moving quickly so in order to not miss out register your interest as soon as possible. You can contact me at firstname.lastname@example.org or 0207 332 2170
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.