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Stress Testing Modelling Manager- Financial Services

  • Location: London
  • £ Salary: £60000.00 - £100000 per annum + plus benefits per year
  • Job Type:Permanent

Posted 4 months ago

Role: Stress Testing Modelling Manager
Location: London (Hybrid Working)
Salary: Up to £100,000 plus benefits

The role:

Hydrogen are working in partnership with a London-based Financial Services client to find a new Stress Testing Modelling Manager on a permanent basis.

Based in the Model Development team within the Risk & Compliance function, the Stress Testing Modelling Manager will develop, monitor and maintain optimised models for credit risk and capital purposes, coordinating effort across the Credit Risk and Finance functions of the organisation.

The role will work closely on a daily basis with the Finance team including taking responsibility for undertaking stress testing ,impairment forecasting, and macro-economic timeseries modelling. The individual will also support monthly other team-wide objectives such as the execution of the businesses IFRS 9 models and developing second and third generation IFRS 9 models.

The Candidate:

Candidates should be able to demonstrate the following skills and experience to be considered for this role:

  • A strong understanding of Credit Risk with extensive experience of developing relevant Credit Risk models.
  • Significant experience of undertaking stress testing and forecasting exercises.
  • Thorough understanding of IFRS 9 model requirements and development experience
  • Strong mathematical and statistical background, knowledge of statistical modelling techniques.
  • Significant experience of using SQL & SAS
  • Excellent written and presentational skills
  • Advanced knowledge of MS Office suite

Please submit an application as soon as possible, and if suitable, I will be in contact directly to discuss the opportunity in greater detail.