Credit Stress Testing Analytics Manager - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

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Description

Join us as a Credit Stress Testing Analytics Manager

Take on a pivotal role in our Finance function, in which you'll be modelling credit projections for stress testing, capital planning and strategy setting purposes
You'll enjoy extensive visibility at a senior level within the bank and with executives and regulators
It's an opportunity to further your career by working with senior stakeholders and enhance your technical skills and knowledge of the business in a fast paced environment

What you'll do

We'll look to you to model credit risk scenario projections for a specific business area using the approved models and processes, ensuring a high standard of accuracy and adherence to controls in line with given regulatory time scales.

You'll be providing comprehensivesupporting analysis and MI to explain scenario projections in the context of the given scenario, other inputs, models, methodology and assumptions, while engaging with stakeholders and experts from the business areas, Risk, Audit, and other functions to providebusiness insights and analysis in a timely manner.

Other key aspects of your role will involve:

Developing the quantitative models needed to project impairments and credit risk weighted assets, implementing the approved models or analytics solutions
Preparing detailed, high quality presentation materials for review and challenge purposes, and presenting modelling results to stakeholders
Producing ad hoc insights or analysis, as needed by the business or regulators, to help interpret and use stress testing results and scenario projections
Providing accurate evidence and documentation to help complete controls for the credit risk scenario projections process on time

The skills you'll need

To join us in this role, you'll need knowledge of credit or financial modelling, with strong technical and communication skills.

We'll also look for you to have significant experience of credit risk analysis in a retail or wholesale banking environment, anda thorough understanding of stress testing requirements and the process, models, methodology and controls for generating credit scenario projections.

You should also hold a degree in a quantitative discipline such as Mathematics, Statistics, Econometrics or Economics preferably to PhD or post graduate level or with additional professional qualifications, such as a CFA or FRM.

As well as this, you'll demonstrate:

Strong data handling and analysis skills, including programming languages such as SQL and Python or similar
An excellent understanding of the relevant capital requirements regulations and IFRS
An organised approach with the ability to manage projects and work effectively to deadlines
Excellent attention to detail