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Stress Testing Modelling Manager (ICAAP & IFRS9)

  • Location:


  • Sector:

    Risk & Compliance

  • Job type:


  • Salary:

    Up to £80000 per annum + bonus, pension

  • Contact:

    Izzy Keighley

  • Contact email:

  • Job ref:


  • Published:

    about 1 year ago

  • Expiry date:


I have an opportunity for a Stress Testing Modelling Manager to join a growing UK retail bank in the city.

  • Up to £80,000 + package
  • Permanent role
  • 3 days in the office

Key responsibilities:

  • Develop models for ICAAP and credit risk functions
  • Stress testing (ICAAP Pillar 2A & 2B) and impairment forecasting
  • Macro-economic timeseries modelling

Person requirements:

  • Experience of stress testing, forecasting and model development
  • Understanding of IFRS 9 and ICAAP requirements
  • SAS is essential

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