Stress Testing (Corporate & Retail portfolios) - Analyst/Associate level

Role

The main purpose of the position is to run the end-to-end credit risk stress testing processes on either the Corporate or Retail or Structured Finance or Wholesale portfolios. 

Key responsibilities are:

• Running models to obtain unadjusted model outputs.
• Making use of expertise from subject matter expects to inform overlays to model results.
• Aiding in getting risk portfolio owner sign-off of the results.
• Populating templates (internal and external) to deliver the stress tested results.
• Completing qualitative as well as quantitative submissions when required
• Working with methodology and internal validation to develop the models and put them through the appropriate procdures of governance.
• Helping to close internal audit and internal validation points.
• Ensuring that process documentation is kept up to date with model changes.
• Enhancing control over the credit risk stress testing process.

Candidates will have

• A strong understanding of financial analysis, modelling and planning.
• Stress testing process experience.
• SAS experience (not required for Retail Stress Testing, however).
• Advanced Excel skills.

Vennbridge is an employment agency in relation to this posting.  See www.vennbridge.com.