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This is an analytical role where you will lead, upgrade and manage the quantitative analysis of market and liquidity risk exposures.
Lead a team of 1-2 people which is responsible for:
Development and implementation of stress test models and forecasting models
Support on the ILAAP and ICAAP submissions
Produce forward looking analysis and insights in the form of MI
Implement, operate and develop the Market & Liquidity Risk Operating Model and Risk Frameworks
The successful candidate will be keen to work in a smaller, Home Counties based retail bank. You will have a numerate background with some exposure to market/liquidity risk and ideally experience of reviewing risk models.