The retail banking arm of a large UK bank is looking to hire a Credit Risk Stress Testing specialist.
Key responsibilities will include:
- To support the Head of Credit Stress Testing to deliver, develop and enhance credit risk stress testing.
- Leading a small team, you will take ownership of the retail stress testing process to ensure stress tests are completed on time.
- Running the retail stress testing models, developing and recommending model overlays where necessary to meet internal and regulatory requirements.
- Present the assumptions, limitations and results of credit stress tests to a senior management and regulatory audience.
- Taking ownership for the population of PRA regulatory stress testing templates.
Main skills and experience required:
- Degree level or equivalent level qualification or equivalent experience.
- Previous Experience of MI production and reporting in financial services firms.
- Strong track record of producing credit risk stress testing results.
- Excellent stakeholder management skills with the ability to build relationships within business units.
- Strong representation and problem solving skills.