Capital and Aggregate Stress Testing, Senior Risk Analyst

Employer: Carnegie Consulting
Location: London, United Kingdom
Salary: GBP60000 - GBP70000 per annum + Bonus, pension, employee benefits
Closing date: Feb 4, 2023

Job Function: Banking
Industry Sector: Finance - General
Employment Type: Full Time
Education: Bachelors

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The Opportunity:

Working within an innovative and forward-thinking International Investment Bank, these roles is guaranteed to develop you both professionally and personally
With offices in a number of Global Financial Centres, my client is a truly Global organization with diversity at the heart of its values. Unique perspectives, ideas and experiences are welcome and encouraged
My client focuses on commodity trading, investment, asset financing, renewables, wholesale banking, debt / infrastructure. These roles sit within the recently restructured centralized Risk Management Group, and more specifically within their Aggregate Risk Team
There are a number of roles available, and whilst there are certain slight nuances for each, the commonality for them is the focus around broad Stress Testing (including ICAAP and regulatory stress tests - IFRS 9)
You will be involved in supporting the development of a range of stress testing scenarios and driving the development of my client's stress testing framework
Depending on the specific role, the focus will be on stress testing the capital adequacy and broader risk measures, and/or stress testing methodologies and processes particularly relating to wholesale credit risk and counterparty credit risk exposure modelling techniques
The roles will offer significant exposure across the wider business, with the opportunity to collaborate with key Global stakeholders at all levels

Your Experience:

You will be able to demonstrate a very strong record of academic achievement, with an obvious strength of working with numbers, with an understanding of macroeconomic concepts
Most likely this opportunity would represent your second or third role through which you will be able to demonstrate knowledge and experience of stress testing, particularly around the design of stress scenarios, with familiarity with either wholesale credit risk (IFRS 9), counterparty credit risk exposure modelling techniques, and / or familiarity with Global regulatory requirements across stress testing and ICAAP
For one of the roles in particular experience with data and task automation through the use of a programming language such as VBA / Python / R would be highly desirable
Be able to demonstrate a clear interest in financial markets, including current and prospective macro-economic, commodity, and financial market trends
In terms of type of organization that you will have worked at previously, my client is willing to be somewhat creative as they want to attract the best talent. Knowledge of UK, European, US regulated authorities
If you have the broad experience as detailed above (with stress testing a key part) and have worked within perhaps a Regulator, Rating Agency, financial institution or Consultancy practice, please don't hesitate to apply. If you have worked within a dedicated IFRS 9 or IMM (internal modelling methodology) team, your experience must have come from a stress testing perspective with an understanding of how this might impact capital positions

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