I have an opportunity for a Stress Testing Modelling Manager to join a growing UK retail bank in the city.
- Up to £100,000 + package
- Permanent role
- Hybrid working
Key responsibilities:
- Develop models for ICAAP and credit risk functions
- Stress testing (ICAAP Pillar 2A & 2B) and impairment forecasting
- Macro-economic timeseries modelling
Person requirements:
- Experience of stress testing, forecasting and model development
- Understanding of IFRS 9 and ICAAP requirements
- SAS is essential
