Stress Testing Analyst

Midlothian  ‐ Onsite
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Description

Role: Stress Testing Analyst

Location: Edinburgh, Scotland

Duration: 6 months

Type: Contract

Salary: DOE

Role Purpose:

Represent the Stress Testing Department on the discussions on development, review and enhancement of wholesale credit risk stress testing models

Accountabilities:

Stress testing is highly technical and fast-developing area due to increasing regulatory pressure and expectations. The candidate needs to demonstrate an expertise in wholesale credit risk stress testing models as well a sound understanding of the relevant drivers of changes in PD PD, LGD and EAD under a stressed economic scenario

The jobholder will need to be able to summarise, communicate and present clearly and effectively the results of his/her analysis and his/her suggestions to a wide range of audiences with different technical background, distilling complex matters into plain and accurate messages

Knowledge & Experience/Qualifications:

Good understanding of statistics and familiarity with tools for numerical analysis

Strong quantitative skills and knowledge of PD, LGD and EAD modelling and or Validation. Previous experience and involvement in regulatory stress test exercises is a plus

Relevant working experience in a bank, rating agency, consultancy or advisory firm.

Good knowledge of wholesale credit business and wholesale credit products

Experience of Basel 2, 3 implementation

Start date
Feb 2016
From
Resource Solutions - HSBC
Published at
20.01.2016
Project ID:
1054842
Contract type
Freelance
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