Stress Testing, Capital, Liquidity and Market Risk

  • Job Reference: SH7426
  • Date Posted: 30 June 2017
  • Location: London
  • Salary: On Application
  • Bonus/Benefits: Market rate
  • 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

Our client, a large Corporate and Commercial Bank in London, is looking to hire a candidate with strong risk focused  Stress Testing experience into their Risk function.

Main responsibilities will include:
To measure, monitor, stress test and report the bank's Capital, Liquidity and market risk positions within the parameters laid down by the Board / Risk Committee / ALCO.
The role will incorporate a large element of stress testing and scenario analysis, allied to the production of several daily MI reports in support of ICAAP, ILAAP, Recovery Plan and IFRS9 requirements.

The ideal candidate will have a strong background in stress testing and scenario analysis within a UK commercial banking environment.
A good understanding and knowledge of ICAAP, ILAAP, Recovery Plan and IFRS9 requirements is essential.
A broad experience of all areas of Risk is desired; Market Risk, Liquidity Risk, Credit and Operational Risk.