Financial Services Operations

Credit Risk Operations- Stress Testing

London

Expiry date:
2022-09-01
Start date:
ASAP
Job type:
Permanent
Job ID:
229977

About the role:

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:

  1. 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.
  2. 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
  1. Investigating credit limit excesses to identify the key drivers of the stress impact and advise Credit Risk Officers on potential risk reducing actions.
  1. Delivering improvements to the stress testing infrastructure by working closely with Risk Analytics, IT and Market Risk

Ideal candidates will have:

  1. Strong analytical and modelling skills. Familiarity with Counterparty Exposure management, including industry standard models used (e.g potential exposure, expected loss) (preferred)
  1. Strong attention to detail and ability to provide information in usable formats. Good working knowledge of SQL and Excel VBA
  1. Ability to work independently in a self-directed way to thrive in a collaborative, team-oriented environment
  1. 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!

Our vision at Goodman Masson is to be admired internally and externally for our commitment to equality, diversity, and inclusion. Some of our clients, lawfully aim to alleviate disadvantage or under-representation experienced by those with a protected characteristic. We proudly support them and have used the UK Government Equality Act 2010: Quick Start Guide to Using Positive Action in Recruitment and Promotion to inform our advertising and sourcing methods.

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.

Expiry date:
2022-09-01
Start date:
ASAP
Job Type:
Permanent
Job ID:
229977

Sounds good?

Does this role sound like the right for for you? Apply using the form and one of the Goodman Masson team members will get back to you as soon as possible. Good luck!

Apply for the role


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