Goodman Masson are working with a multinational investment and financial services company to source a VP to join their credit risk team based in London. The role will sit in the Stress Testing team, whose objective is to develop and maintain best practice credit stress testing capabilities and to assist Credit Risk Officers in analysing the results. The focus of the role is the review & analysis of the stress testing results for internal and regulatory scenarios.
Responsibilities of the role will include:
- Validating the stress test results ensuring accuracy by working closely with Credit Risk Officers for understanding how the counterparties positions are impacted under the stress scenarios.
- Performing the stress test calculations to check the impact of new transactions & portfolio changes using internal credit risk exposure models for EMEA & MSI Group portfolios across asset classes, including OTC derivatives, Securities Financing Transactions (SFT), including Prime Brokerage and Loan products
- Investigating credit limit excesses to identify the key drivers of the stress impact and advise Credit Risk Officers on potential risk reducing actions.
- Delivering improvements to the stress testing infrastructure by working closely with Risk Analytics, IT and Market Risk
Ideal candidates will have:
- Strong analytical and modelling skills. Familiarity with Counterparty Exposure management, including industry standard models used (e.g potential exposure, expected loss) (preferred)
- Strong attention to detail and ability to provide information in usable formats. Good working knowledge of SQL and Excel VBA
- Ability to work independently in a self-directed way to thrive in a collaborative, team-oriented environment
- An interest in working in a fast-paced environment, often balancing multiple high priority deliverables to strict deadlines
If you’re interested in this role click ‘apply now’ to forward an up-to-date copy of your CV, or email your CV to Hadjra.Sohawon@goodmanmasson.com to ensure that you do not miss out on this excellent opportunity!
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