Financial Stress Testing Specialist

6 days ago


London, Greater London, United Kingdom Harnham Full time £50,000

Job Title: Risk Modeller

Job Summary:

Harnham is seeking an experienced Risk Modeller to join our team. As a specialist lender, we are looking for a candidate with a strong background in stress testing and model development to take a hands-on role within our stress testing team.

Key Responsibilities:

  • Design and develop stress testing models for ICAAP and IFRS9
  • Implement and maintain stress testing models
  • Analyze and interpret stress testing results
  • Collaborate with other teams in the bank to ensure a comprehensive approach to stress testing
  • Develop and maintain strong relationships with regulatory bodies

Requirements:

  • Good knowledge and experience in SAS is essential
  • Model development experience in the credit risk space, within IFRS9, IRB, Scorecards or similar
  • Prior experience in stress testing is highly desirable but not an essential requirement

What We Offer:

  • Pension contribution scheme
  • Discretionary bonus
  • Hybrid work model
  • Private medical cover


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