A global top tier bank is looking for a Scenario Development Analyst within Wholesale and Market Risk to join their team in Edinburgh.
Responsibilities
- Regular market and economic scenario analysis to ensure that stress scenario library for pro-active risk management.
- Calibration of relevant stress scenarios and ensure consistency across all risk factors within traded and wholesale credit risk.
- Assist manager in ensuring that the stress methods follow best practice and meet regulatory requirements.
- Contribute to analyses which are meant to support other team members and regions.
- Help transform high level macro market events into relevant scenarios for risk mitigation.
- Contribute to the implementation and delivery of stress scenario results.
Requirements
- Master degree in scientific subject.
- Min. 3 years of experience in similar role.
- Previous experience in economic analysis and assessment of financial markets.
- Previous experience in wholesale credit, market risk and/or traded risk would be a plus.
- Good understanding of advanced risk management techniques across diverse portfolio of assets.
- Good understanding of financial products incl., derivatives, macroeconomics, econometrics and financial markets.
- Financial engineering skills: building market and credit models.
- Good communication skills.
- No visa sponsorship provided.
If you are interested in this role please apply below or contact me for more information at patrycja.weideman@eamesconsulting.com
Eames Consulting is acting as an Employment Agency in relation to this vacancy.
