Credit Risk Stress Testing VP

  • Negotiable
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Robert Walters UK
  • 10 oct. 17 2017-10-10

I am currently sourcing for a VP level Credit Stress testing position for a Tier 1 Investment Bank here in London. The ideal candidate will perform EMEA stress tests calculating counterparty credit exposures and will have the opportunity to have line management of junior colleagues.

Key responsibilities for the Credit Risk Stress Testing VP

  • Responsible for EMEA credit risk stress testing for the capital markets business
  • Perform/ validate stress tests using credit risk exposure models for UK/ EMEA portfolios across asset classes including; OTC Derivatives, SFT, Loan Products and Prime Brokerage
  • Prepare presentation and materials for credit stress testing results at risk committees
  • Ability to take on management of junior staff in London and offshore

Key requirements for the Credit Risk Stress Testing VP

  • Previous working experience in credit risk stress testing in a similar capital markets environment
  • Analytical skills with experience in counterparty exposure management, financial modelling, stress testing and counterparty credit risk
  • Understanding of the relevant regulatory environment; CCAR, EBA
  • System experience in SQL, Excel, VBA essential. Python and Matlab beneficial
  • University degree essential

  • If you meet the above criteria and would like to find out more about the Credit Risk Stress Testing VP role based in London, please apply today or contact Jasmine Steckler on jasmine.steckler@robertwalters.com or 02075098938.