Stress Testing Modelling Analyst

7 days ago


London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

Job Summary

Harnham - Data & Analytics Recruitment is working with a large challenger bank to find a skilled Stress Testing Modelling Analyst to join their team.

About the Company

The company is a specialist bank that provides a unique opportunity to work with an experienced team and contribute to their growth.

Job Description

As a Stress Testing Modelling Analyst, you will be part of a small team responsible for creating new stress testing models for the company's compliance with IFRS9 and ICAAP regulatory requirements.

Key Responsibilities

  • Develop and maintain stress testing models for IFRS9 and ICAAP
  • Collaborate with the team to ensure compliance with regulatory requirements
  • Contribute to the development of new models and processes

Requirements

  • Experience in model development, preferably in IRB/IFRS9/ICAAP/Scorecard
  • Secured lending experience
  • Good knowledge of credit risk
  • Experience in banking or consulting

What We Offer

  • Competitive salary up to £50,000
  • Discretionary Bonus
  • 25 days holidays
  • Private medical insurance
  • Competitive pension scheme
  • Salary reviews every year
  • Potential to lead team someday


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