A top tier bank is looking for a Model validaton and stress testing quantitative analyst to joing their team in London.
You will be responsible for:
- Independently validate, test, and challenge stress testing models, in particular, those used for capital, stress loss or RWA projections (ICAAP and RRP)
- Produce written model validation reports using Firm's approved tools and templates
- Engage with reviewers in other locations, model developers and owners and communicate the validation outcomes with the relevant stakeholders
Skills required (essential)
- Experience in validating stress testing models including assessing conceptual soundness, testing and writing the validation reports
- Good understanding of stress testing methodologies as well as UK and EU regulatory requirements (ICAAP, PRA, EBA)
- Postgraduate degree in Finance, Economics, Mathematics, Physics, Engineering, or a related fields
- Familiarity with statistical software (e.g. R, Python, MATLAB)
If you are interested in this role please apply below or contact me for more information.
Eames Consulting is acting as an Employment Business in relation to this vacancy.