Stress Testing Specialist

£85,000 | London | Permanent


Posted 14 days ago


This is an exciting opportunity to join an established bank in London who have a range of different products, offering exposure across a breadth or products and portfolios. The company is currently going through a lot of growth and development, building on their already successful teams to allow for that growth to continue. A dynamic environment, with opportunities to move internally for future career growth, this is an exciting opportunity not to be missed!

The role itself with focus on the development and maintenance of corporate IRB models and stress testing models. You will be able to lead the modelling team in playing a key role in the development, design, and improvement of the models. You will become the SME on IRB credit models and stress scenarios across the bank, working with senior stakeholders and directors on making changes and recommendations for the future.

The role will allow collaboration and working closely with the wider business, frequently engaging with senior management and key stakeholders, and particularly working with the credit risk model development team.

They are looking for an individual who has:

  • Mathematical, statistical, physics, or analytical degree/background
  • Skilled in SAS and SQL
  • Experience developing PD, LGD, and EAD corporate IRB models
  • Experience in the development of stress testing models
  • Knowledge of credit risk management processes and monitoring metrics

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

Send your CV to me directly at:

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.