Stress Tester/SSM Analyst

Dublin  ‐ Onsite
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Keywords

Description

I am currently recruiting for a Stress Tester to work for a large Insurance Organisation

The day to day will include the following Purposes and Responsibilities:

*Helping to run, enhance and analyse results of the firm's suite of Stress Testing scenarios

*Discuss with Market risk managers the appropriateness of Stress Testing Scenarios and Results

*Work with IT to suggest system enhancements

*Ensure appropriate risk coverage for Stress Testing

*Prepare appropriate materials on stress testing for various risk committees

*Understand key portfolio risk metrics across all business areas and asset classes in EMEA and key legal entities

*Assist in running and enhancing the current framework for ICAAP

*Working closely with Treasury & Regulatory Controllers to assist the Risk Management contribution for the ICAAP for Pillars 2A and 2B.

*Brief senior management on risks affecting the firm

*Engage in other key projects

The role will require a candidate who has the following Qualifications/Skills:

*Strong academic background, with a degree or equivalent in a quantitative subject

*Previous experience in market or credit risk at a commercial bank, investment bank, or consulting firm

*Strong product knowledge of one or more asset classes, knowledge of VaR

*Knowledge of Basel and economic capital frameworks and stress testing advantageous

*Familiarity with regulatory environment

*Ability to create Models used to analyse risk results

*Previous experience of ICAAPs

*Ability to build good working relationships across a number of different areas

*Strong written and verbal communication skills

*Proficient in use of Excel, VBA and SQL

*Ability to handle and analyse large data sets

*Highly organized, with close attention to detail

The day rate being offered for this role is € based on experience.

If you feel you are suitable for this position, please contact me.

Start date
ASAP
Duration
4 months
From
GCS
Published at
16.05.2014
Project ID:
708002
Contract type
Freelance
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