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This leading European bank is currently building out a new function into Amsterdam, especially throughout their quant/risk teams as a 'post Brexit' move. The candidate will be working closely with the Chief Risk Officer and other members of the stress testing Unit (also based in London) to help manage credit risk activity across Western Europe.This position is a Senior (VP) level candidate, the client is looking for an individual who has had experience specifically across risk modelling space, ideally Credit risk modelling due to market and counterparty modelling knowledge already existent in the team. They will also need experience covering Stress testing and dealing with regulations.
You'll run stress tests and produce regular MI on the sensitivities and key drivers of financial resources. You'll drive the delivery of regulatory stress exercises and ICAAP for the DNB and design and run bespoke stress tests for consumption by local management. As this is a new team there will a lot of flexibility across the modelling and stress testing space allowing you to develop your own niche and branch out as the office continue to grow throughout the coming years. With 40 strong and the aim to reach to 200 is a short space of time - there is certainly a lot of opportunity.
You will knowledge across:
General knowledge, economics and econometrics
Banking book and credit models (PD,LGD,EAD)
Trading book and Market risk
Strong understanding of investment banking and trading, and of related products, risks and types of clients.
Internal Number: 5125191
About Selby Jennings UK
eFinancialCareers is a career site specializing in financial services.