Stress Testing Analyst

£50,000 | London | Permanent

InterQuest

Posted +1 month ago

InterQuest

The company is a thriving specialist challenger bank in the heart of London, who aim to separate themselves from the competition with their specialization and expert team. They have excelled by putting their customers' needs first and foremost, providing positive customer outcomes. This is enabled by their team who strive for excellence, by setting high standards and aiming to go above and beyond, they encourage and nurture learning and development. They want to hear your contributions and use them to improve the company, everyone has a voice to make change.

The role itself is in the model development team where you would work on the development, monitoring and maintenance of optimized models for credit risk and capital purposes. This includes working on the stress testing Pillar 2A and Pillar 2B ICAAP model development and execution, and corporate impairment forecasting. The role works very closely across the credit risk and finance teams to provide analytical insight.

They are looking for an individual who has
- Experience developing or validating credit risk models
- Experience with the IFRS 9 regulations
- Experience with Pillar 2a and 2b Stress testing models
- Knowledge of using SAS and SQL
- Knowledge of the techniques used in the credit risk model lifecycle
- Mathematical and statistical background

If you have relevant experience and looking for the next step in your career as a Stress Testing Analyst

Apply Now!

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.

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