Description
ICAAP Quantitative Risk Analyst/Modeller sought by leading investment bank based in Canary Wharf/
remote.
*Via Umbrella/PAYE Only*
The team
The team develops credit, market, and counterparty risk analytics to consistently measure risk, optimize capital, dimension risk appetite, and allocate these metrics to businesses and geographies; as well as supporting Basel, internal and external stress testing, and loan loss reserve processes.
Job description
The core activities of this project are to coordinate and in certain instances execute:
Qualifications
- Graduate degree (preferably PhD) in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, etc.) is required
- 10+ years of experience in financial services sector, in roles requiring superior problem solving analytical capabilities; must include experience across multiple risk stripes
- Experience in developing macroeconomic/market stress scenarios (eg Okun's Law); and familiarity with relevant regulatory guidance, including IFRS9 based ICAAP credit stress loss methodologies, impairment staging rules, minimum coverage ratios, etc.; are strongly preferred
Please apply within for further details or call.
Alex Reeder
Harvey Nash Finance & Banking