Macroeconomic and Climate Risk Stress Testing - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
Verified Company
London, United Kingdom

3 weeks ago

Tom O´Connor

Posted by:

Tom O´Connor

beBee Recruiter
Description
You will be

  • Modelling macroeconomic and climate change scenarios for stress testing and strategic planning purposes
  • Utilising your advanced technical skills and proven expertise in credit or financial modelling, you'll provide insights to deliver robust projections to regulators
  • This is an engaging and strategic role offering variety as well as the chance to develop a
unique set of skills

What you'll do

Sitting within a forward-looking and adaptive division and leading team of modelling experts, you'll model credit scenario projections using the approved models, methodology and processes, ensuring a high standard of accuracy and adherence to controls in linewith given regulatory time scales.

You'll provide business insights, analysis, and MI to explain projections in the context of the given scenario, other inputs, models, methodology and assumptions, while engaging with stakeholders and experts from variousbusiness areas and relevant functions in a timely manner.


You'll also:

  • Produce insights or analysis, as needed by the business or regulators, to help interpret
and use stress testing results and scenario projections

  • Develop and implement the quantitative methodologies needed to project impairments
and credit risk weighted assets

  • Define adjustments to modelled outputs to address model weaknesses and limitations
  • Prepare detailed, high quality presentation materials for review and challenge purposes
before presenting results to stakeholders

  • Provide accurate evidence and documentation to help complete controls for the credit
scenario projections process

  • Coach and train more junior colleagues
More jobs from eFinancialCareers
See all jobs of eFinancialCareers