Description
Stress testing process specialist required to join stress testing operations team within risk architecture to manage stress testing and ICAAP across EMEA. This is a fantastic rounded role giving the opportunity to participate in the ongoing development of the framework, you will be reporting to the senior stress testing manager and reporting to board level committees.This exciting stress testing role is offered on the basis of a six month contract and will pay up to £550 per day for a candidate experienced in stress testing around the ICAAP Basel III regulations.
Stress testing process roles description:
- Development of economic capital framework, responding to regulatory and business changes
- Communication of the framework, concepts and models to stakeholders
- Maintain statistical models, data analysis and input parameters for capital recommendation reports
- Updating stress testing schedule and ensuring updates are consolidated into the EMEA schedule
- Produce stress test calculations and documentation on a quarterly and ad-hoc basis
- Maintain relationships with regulators and prepare reports to regulatory bodies
Stress testing process roles key experience:
- Maintenance and use of stress testing tools
- Advanced credit, market, operational and concentration risk modelling
- Data quality, data management and reconciliation processes
- Forecasting economic and regulatory capital
Knowledge required by stress testing manager:
- Capital assessment and stress testing across the EU
- Pillar 1
- Advanced quantitative modelling for ICAAP / Pillar 2
- Cognos TM1, credit risk data warehousing, FSA and NBB
If you are interested in this role please do not hesitate to forward your CV or call on the number below for a more detailed discussion.