Credit Risk Stress Testing, Retail Banking

  • Job Reference: J007638
  • Date Posted: 11 October 2017
  • Location: London
  • Salary: On Application
  • Sector: Credit Analysis/ Risk
  • Job Type: Permanent
  • Work Hours: Full Time
  • Contact: Sam Harvey
  • Email: sam.harvey@carrlyons.com
  • Telephone: 0044 207 588 3322

Job Description

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.