CCR Stress Testing Analyst - Credit Risk

London  ‐ Onsite
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Description

Top Tier Global Investment Bank is recruiting for a CCR Stress Testing Analyst.

Role

  • Perform global regulatory submissions related to CCR stress testing.
  • Interact with Enterprise Risk Management and other stakeholders in order implement and execute the scenario definitions as defined by regulators including CCAR, MAS, FINMA and PRA with particular focus on CCAR
  • Provide comprehensive explanation of the stress testing results to credit risk managers and senior management
  • Review challenge and present key findings to senior management and key stakeholders
  • Identify gaps in the current CCR stress testing framework for regulatory submissions and propose enhancements to the framework. Work with relevant IT and business teams to improve the process.

Requirements

  • Excellent quantitative skills, solid knowledge of OTC derivatives including pricing, sensitivities and VaR
  • Excellent verbal and written communication skills
  • Cross asset product knowledge
  • Reliable, diligent, and motivated team player who can work independently with the ability to work well under pressure and deliver high quality analysis
  • Ability to work with large amounts of complex data
  • Knowledge on stress testing regulatory landscape and risk measures is beneficial
  • Programing skills in particular VBA and SQL

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.

Start date
ASAP
Duration
6 months inital
From
McGregor Boyall
Published at
13.06.2015
Project ID:
923446
Contract type
Freelance
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