AVP/VP Portfolio Stress Testing - Market Risk
Location City of London
Consultant Harriet King
Date posted 23 August 2016
A Senior VP and AVP level role is available in a leading bank based in London City, the roles sit within Market Risk Stress Testing. The team has high exposure to the front office and is influential to the banks overall trading strategy and regulatory submissions.
This team provides a cross asset top-down approach for senior management to understand the stress P&L for the Group across a broad range of hypothetical and historical events. It is used extensively for business strategy, risk management and capital planning.
The role will involve:
- Assisting with the management, coordination and execution across all Portfolio Stress Testing deliverables and strategic initiatives
- Contributing to major external Stress Testing examinations such as the EBA / ECB Stress Test
- Enhancing the current stress testing framework and the Strategic Stress Scenarios programme
You should have the following to apply:
- Strong understanding of Market Risk / traded products
- Previous experience with key regulatory deliverables and developments in stress testing
- Good understanding of Market Risk measurement techniques
- Excellent analytical skills
- MS Office proficient, especially Excel, Word and PowerPoint
If you are interested in discussing this role further please reach out to Harriet King on firstname.lastname@example.org or 02075098258.