stress-testing manager in london

posted
job type
permanent
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job details

posted
location
london
job category
financial services
job type
permanent
working hours
Full-Time
reference number
MJ64206
apply now

job description

One of the UK's leading commercial banks are looking for a Stress-Testing Manager to oversee the stress-testing exercises which the Bank is required to undertake in line with regulatory requirements and industry best practices. These include ICAAP, ILAAP and RRP.

Main responsibilities:
*Challenge the stress-testing projections for credit, market and liquidity risks, in line with the regulatory requirements for the ILAAP, RRP and ICAAP
*Coordinate the completion of the ILAAP
*Support and challenge Finance with the definitions of methodologies for RWA projections and loans impairments
*Monitor the Bank's limits, produce adequate reporting and escalate breaches
*Be Risk's SME in liquidity and market risks, challenging the ILAAP, providing analysis of funding resources and applying liquidity stress-testing assumptions
*Lead the design, building and maintenance of the Bank's market risk and liquidity risk frameworks, including risk appetite, policies, CFP and liquidity section of the RRP
*Measuring and reporting price and interest rate exposures across all asset and liability classes.
*Validating and approving pricing and valuation models for trading and investment positions
*Attend governance meetings

The successful candidate will have the following experience:
*Knowledge of fixed income products; emerging markets; government and corporate bonds
*Significant previous market risk, credit modelling, ILAAP and stress-testing analysis experience
*Middle-Office experience
*Solid understanding of market risk measurement methodologies (sensitivities, VaR and stress testing) and market risk policy.
*Strong knowledge of the regulatory environment
*Strong Microsoft Office skills.
*Relevant professional qualification is desirable
*Exposure to the FCA/PRA would be a plus
*Experience with ICAAP and RRP would be highly desirable

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003

skills

credit risk

qualification

postgrad

responsibilities

One of the UK's leading commercial banks are looking for a Stress-Testing Manager to oversee the stress-testing exercises which the Bank is required to undertake in line with regulatory requirements and industry best practices. These include ICAAP, ILAAP and RRP.

educational requirements

university