Vp/svp Credit Risk

3 weeks ago


London, United Kingdom eFinancialCareers Full time

Hays are recruiting for a Counterparty Risk Analyst/ Stress Test Manager (VP-SVP) to join a leading Investment Bank in London for an initial 6-month period.
The role will include;
- Collaborate across a variety of functions, primarily in Finance and Risk, to contribute to the production of the ICAAP report for UK entities
- Lead on the coordination and production of all annual and quarterly integrated stress tests for EMEA.
- Supervise and lead team members engaged in Finance stress production. Provide necessary training or training solutions where required.
- Ability to lead conversations and technical challenge in connection with market risk and counterparty credit risk. Be able to challenge market/CCR model outputs/results.
- Provide guidance in respect of Finance stress testing model development personnel supporting the redevelopment of the MLE stress testing processes or other related processes.
- Undertake continual examination of the Finance stress testing processes with an eye to proposing solutions that optimise the Finance stress testing production and standardise the processes / models / EUCs across EMEA.
- Provide support to the EMEA Head of ICAAP in connection with the implementation of the EMEA ICAAP Target Operating Model by leading on assigned tasks.
Required experience will include;
- 12+ years of work experience in a market or counterparty credit risk role within a financial institution
- Team leadership
- Strong understanding of European regulations and current developments including PRA and EBA (e.g. SREP, Stress Testing, Pillar 2, ICAAP)
- Experience with ICAAP and stress testing
- Good project management skills ideally gained in an international and global financial institution



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