Stress Testing Modeller / Quant Analyst
As a Stress Testing Modeller / Quant you will independently validate, test and challenge stress testing models for capital, stress loss, revenue, RWA projects and market risk. This will require a robust understanding of stress testing methodologies and US, UK and EU regulatory requirements and model validation standards as well as a solid understanding of financial derivatives and technical skills in R, Python and/or Matlab.
You should apply for this role if you are/have:
- 5+ years quantitative analysis / risk modelling experience in investment bank
- Strong experience stress testing, methodology and stress scenarios modelling
- Strong stress methodology experience under ICAAP, CCAR, PRA and EBA regulations
- Experience validating, testing and challenging stress testing models
- Solid technical skills in R, Python and/or MATLAB
- FRTB experience is beneficial
- Quantities post-graduate degree (MSc, PHD, CFA, FRM and/or CQF)
This is an initial six month role for at £500-£600/day based London.