About the job Stress Testing Modelling Manager

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
• Supp...