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We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.
The Role Responsibilities
Support in production of credit risk stress calculation for Retail Banking portfolio - with focus on banking book.
Deliver 2 key stress tests, Group ICAAP and Bank of England stress test.
Support development and maintenance of underlying models to enhance credit risk stress testing methodology.
Deliver adequate documentation on stress testing methodology subject to management, model validation, audit & regulatory scrutiny.
Deliver on the operational risk framework for the Retail credit risk stress test process.
Our Ideal Candidate
Masters Degree in quantitative subjects like mathematics, economics, statistics or financial engineering.
Minimum 2-3 years of credit risk management and/or analytics in retail banking domain.
Credit Risk stress testing or Pillar 1 modelling experience will be preferred.
Understanding of Retail banking products.
Sufficient experience in SAS and Excel (VBA).
Results orientated, with attention to detail.
Excellent inter-personal skills; comfortable in building relationships at senior levels and across borders, with outstanding written and oral communication skills.
CFA/FRM certification will be preferred
Apply now to join the Bank for those with big career ambitions.