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|Salary||£60k to £70k|
|Sector||Credit & Risk Management|
International Commercial Bank seeking a Stress Testing Manager to join their London office.
Challenge the stress-testing projections for credit, market and liquidity risks, in line with the regulatory requirements for the ILAAP, RRP and ICAAP.
Coordinate the completion of the ILAAP
Support and challenge Finance with the definitions of methodologies for RWA projections and loans impairments
Monitor the Banks limits, produce adequate reporting and escalate breaches
Be Risks SME in liquidity and market risks, challenging the ILAAP, providing analysis of funding resources and applying liquidity stress-testing assumptions
Lead the design, building and maintenance of the Banks market risk and liquidity risk frameworks, including risk appetite, policies, CFP and liquidity section of the RRP
Assist in embedding a culture of strong risk management throughout the business by actively cultivating and maintaining stakeholder relationships, providing advice on risk management issues and demonstrating the benefits to be derived from such a culture.
Measuring and reporting price and interest rate exposures across all asset and liability classes.
Validating and approving pricing and valuation models for trading and investment positions.
Skills/ Experience required
Knowledge of fixed income products; emerging markets; government and corporate bonds
Significant previous market risk, credit modelling, ILAAP and stress-testing analysis experience. Middle-Office experience would be a plus
Solid understanding of market risk measurement methodologies (sensitivities, VaR and stress testing) and market risk policy.
Strong knowledge of the regulatory environment
Strong Microsoft Office skills.
Relevant professional qualification is desirable.
Excellent written and oral communication skills.
Exposure to the FCA/PRA would be a plus
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com
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