Stress Testing Manager

  • Up to £70k
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Bruin Financial
  • 14 Sep 18 2018-09-14

Working with an International Corporate bank to hire a Stress Testing Manager to report in to the CRO. Role will be based in London and will have management responsibility of a graduate.

Key responsibilities

Challenge the stress-testing projections for credit, market and liquidity risks, in line with the regulatory requirements for the ILAAP, RRP and ICAAP.

Coordinate the completion of the ILAAP

Support and challenge Finance with the definitions of methodologies for RWA projections and loans impairments

Monitor the Bank’s limits, produce adequate reporting and escalate breaches

Be Risk’s SME in liquidity and market risks, challenging the ILAAP, providing analysis of funding resources and applying liquidity stress-testing assumptions 

Lead the design, building and maintenance of the Bank’s market risk and liquidity risk frameworks, including risk appetite, policies, CFP and liquidity section of the RRP 

Assist in embedding a culture of strong risk management throughout the business by actively cultivating and maintaining stakeholder relationships, providing advice on risk management issues and demonstrating the benefits to be derived from such a culture. 

Measuring and reporting price and interest rate exposures across all asset and liability classes. 

Validating and approving pricing and valuation models for trading and investment positions. 


Skills/ Experience required

Knowledge of fixed income products; emerging markets; government and corporate bonds  

Significant previous market risk, credit modelling, ILAAP and stress-testing analysis experience. Middle-Office experience would be a plus

Solid understanding of market risk measurement methodologies (sensitivities, VaR and stress testing) and market risk policy. 

Strong knowledge of the regulatory environment 

Strong Microsoft Office skills. 

Relevant professional qualification is desirable. 

Excellent written and oral communication skills. 

Exposure to the FCA/PRA would be a plus