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Stress Tester/SSM Analyst
Eingestellt von GCS
Gesuchte Skills: Vba, Sql
Projektbeschreibung
I am currently recruiting for a Stress Tester to work for a Banking Institution.
THE DAY TO DAY WILL INCLUDE THE FOLLOWING PURPOSES AND RESPONSIBILITIES:
*Helping to run, enhance and analyse results of the firm's suite of Stress Testing scenarios
*Discuss with Market risk managers the appropriateness of Stress Testing Scenarios and Results
*Work with IT to suggest system enhancements
*Ensure appropriate risk coverage for Stress Testing
*Prepare appropriate materials on stress testing for various risk committees
*Understand key portfolio risk metrics across all business areas and asset classes in EMEA and key legal entities
*Assist in running and enhancing the current framework for ICAAP
*Working closely with Treasury & Regulatory Controllers to assist the Risk Management contribution for the ICAAP for Pillars 2A and 2B.
*Brief senior management on risks affecting the firm
*Engage in other key projects
THE ROLE WILL REQUIRE A CANDIDATE WHO HAS THE FOLLOWING QUALIFICATIONS/SKILLS:
*Strong academic background, with a degree or equivalent in a quantitative subject
*Previous experience in market or credit risk at a commercial bank, investment bank, or consulting firm
*Strong product knowledge of one or more asset classes, knowledge of VaR
*Knowledge of Basel and economic capital frameworks and stress testing advantageous
*Familiarity with regulatory environment
*Ability to create Models used to analyse risk results
*Previous experience of ICAAPs
*Ability to build good working relationships across a number of different areas
*Strong written and verbal communication skills
*Proficient in use of Excel, VBA and SQL
*Ability to handle and analyse large data sets
*Highly organized, with close attention to detail
The day rate being offered for this role is €400-600 based on experience.
If you feel you are suitable for this position, please contact me.
THE DAY TO DAY WILL INCLUDE THE FOLLOWING PURPOSES AND RESPONSIBILITIES:
*Helping to run, enhance and analyse results of the firm's suite of Stress Testing scenarios
*Discuss with Market risk managers the appropriateness of Stress Testing Scenarios and Results
*Work with IT to suggest system enhancements
*Ensure appropriate risk coverage for Stress Testing
*Prepare appropriate materials on stress testing for various risk committees
*Understand key portfolio risk metrics across all business areas and asset classes in EMEA and key legal entities
*Assist in running and enhancing the current framework for ICAAP
*Working closely with Treasury & Regulatory Controllers to assist the Risk Management contribution for the ICAAP for Pillars 2A and 2B.
*Brief senior management on risks affecting the firm
*Engage in other key projects
THE ROLE WILL REQUIRE A CANDIDATE WHO HAS THE FOLLOWING QUALIFICATIONS/SKILLS:
*Strong academic background, with a degree or equivalent in a quantitative subject
*Previous experience in market or credit risk at a commercial bank, investment bank, or consulting firm
*Strong product knowledge of one or more asset classes, knowledge of VaR
*Knowledge of Basel and economic capital frameworks and stress testing advantageous
*Familiarity with regulatory environment
*Ability to create Models used to analyse risk results
*Previous experience of ICAAPs
*Ability to build good working relationships across a number of different areas
*Strong written and verbal communication skills
*Proficient in use of Excel, VBA and SQL
*Ability to handle and analyse large data sets
*Highly organized, with close attention to detail
The day rate being offered for this role is €400-600 based on experience.
If you feel you are suitable for this position, please contact me.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung