Stress Testing Associate

London  ‐ Onsite
This project has been archived and is not accepting more applications.
Browse open projects on our job board.

Description

Tier 1 client is recruiting for a Stress Testing Associate to support global regulatory submissions related to stress testing.

Role

  • Interact with Enterprise Risk Management and other functions in order to implement and execute the scenario definitions as defined by regulators including CCAR, MAS, FINMA and PRA
  • 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 stress testing framework for regulatory submissions and propose enhancements to the framework. Work with relevant IT and business teams to improve the process.
  • Define gaps between current and required stress testing framework

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

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
From
McGregor Boyall
Published at
03.06.2015
Project ID:
916296
Contract type
Freelance
To apply to this project you must log in.
Register