Campion Pickworth

Stress Testing Modelling Manager

Campion Pickworth  •  London, GB (Hybrid)  •  2 months ago
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Job Description

Our client, a specialist bank, is looking to recruit a Stress Testing Modelling Manager

within their London office, with hybrid working. Youll be based in the Model Development team and will develop, monitor and maintain optimised models for credit risk and capital purposes, coordinating effort across the Credit Risk and Finance functions of the organisation.

Role Responsibilities:

  • Leading the re-development, enhancement, documentation and execution of the banks Pillar 2A Credit Risk and Pillar 2B stress testing models for the annual planning and stress testing cycles
  • Providing insight and recommendations on key outputs from the process to aid the front-line business in understanding their overall risk profile and driving strategic objectives in line with PRA best practice guidelines
  • Identifying and implementing model changes and enhancements as needed
  • Supporting the teams ongoing IFRS 9 expected losses activities
  • Maintenance and continuous improvement of an appropriate data structure to deliver efficient and effective model risk management
  • Providing support to the broader Risk and Compliance function where required

Qualifications and Experience Required:

  • A strong understanding of Credit Risk with extensive relevant experience in developing Credit Risk Models
  • Significant experience of undertaking stress testing and forecasting exercises
  • Thorough understanding of IFRS 9 model requirements and development experience
  • Strong mathematical and statistical background and knowledge of statistical modelling techniques
  • Significant experience of using SQL & SAS; knowledge of other programming languages an asset
  • Excellent written and presentational skills
  • Experience of data mining skills
  • Advanced knowledge of MS Office suite

Please find further job openings from Campion Pickworth at https://campionpickworth.com/vacancies/

Campion Pickworth

About Campion Pickworth

Campion Pickworth began as the sole dedicated Credit Risk and Capital Executive search firm in London and has since become a prominent leader in this domain. Our clientele includes prestigious entities such as hedge funds, big four consultancies, building societies, and investment banks. Over time, we expanded our expertise to encompass Credit Risk, Market Risk, Operational Risk, Compliance, Data Analytics, Structured Finance, and Financial Restructuring.

Our team consists of specialists with a profound understanding of the financial landscape and the talents it houses. We offer comprehensive recruitment services, sourcing top-tier professionals in Compliance, Risk Management (including Credit Risk, Market Risk, and Operational Risk), Data Analytics, and Structured Finance. Our extensive experience in these areas has made us a preferred choice for both clients seeking exceptional talent and candidates aiming to progress in their careers.

At Campion Pickworth, building strong and enduring relationships with our clients takes precedence. We acknowledge the unique needs of each organization and take the time to comprehend their specific requirements. By tailoring our searches, we connect them with the right professionals who can drive their success. Our client base spans financial institutions, consulting firms, technology companies, and other sectors.

We offer comprehensive services for both clients and candidates. For clients, we provide a thorough understanding of the market, extensive candidate networks, and tailored recruitment solutions for permanent hires or interim placements. For candidates, we offer honest and practical advice to help them find suitable opportunities and support their career progression. Our goal is to ensure a positive and seamless experience for all parties involved.

Industry
HR & Recruiting
Company Size
1-10 employees
Headquarters
Unknown
Year Founded
2012
Website
campionpickworth.com
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