RETAIL CREDIT STRESS TESTING jobs in United Kingdom

IFRS9 Impairment & Stress Testing Manager | S3 | Credit Risk Country: United Kingdom Interested in part-time... a timely manner Involving in review and challenge of the next generation credit risk provisioning & stress testing models...

IFRS9 Impairment & Stress Testing Manager | S3 | Credit Risk Country: United Kingdom Interested in part-time... a timely manner Involving in review and challenge of the next generation credit risk provisioning & stress testing models...

knowledge of the main techniques used in the stress testing of credit risk capital requirements.... A good understanding of how credit risk models are used within a bank's retail or wholesale credit risk function. Good...

(VaR), Stress Testing and Economic Capital, as well as a further build-out of a scalable and flexible Front Office pricing and risk... management system with consistent interface to Market and Credit Risk, Finance and Treasury. What we’ll offer you A healthy...

. And an understanding of algebra of random numbers is highly desirable. An understanding of credit risk models (IRB, ECL, stress testing... Credit Risk EC model development as well as supporting model validation, monitoring and implementation. Design methodology...

. Good knowledge of the main techniques used in the stress testing of credit risk capital requirements.... or a regulator. A good understanding of how credit risk models are used within their retail or wholesale credit risk function...

, Value at Risk (VaR) and generic risk measures such as Greeks and stress testing or Credit Risk with some IFRS experience... and have an Actuarial qualification, or experience within insurance modelling, including reserving pricing, stress testing, capital...

’s retail or wholesale credit risk function. Good knowledge of the main techniques used in the stress testing of credit risk.... You will have responsibility to: Critically review firms’ mortgage credit risk models against the IRB requirements and make recommendations...

in identifying performance/load/stress testing needs and planning, using testing tools and analysis of metrics... Group: Credit & Risk Services (C&RS) The Impact: As a manager, you will lead in building innovative solutions to test...

reviewing new and existing/remediated credit risk models (mainly IRB but also covering IFRS9 and stress testing). This role... will report into a Senior Manager, and part a team of 3 people performing reviews of both wholesale and retail credit risk models...

reviewing new and existing/remediated credit risk models (mainly IRB but also covering IFRS9 and stress testing). This is a team... leader position, responsible for a team of 3 people performing reviews of both wholesale and retail credit risk models...

and Non-Traded Market Risk: Support enhancements to our ALM system as the core analytical and stress testing tool to inform... balance sheet Provide oversight to bank’s Funding & Liquidity risk including review of the Funding plan, stress testing...

, and operational risk frameworks and be able to look at ICAAP, ILAAP reporting for the organisation. Stress testing vital...Prudential Risk Manager - ILAAP / ICAAP - £90,000-£120,000 My client are a retail bank with several sites across the...

Developing, monitoring and maintaining any other Risk model requirements relating to provisions, stress testing, securitisations... of Methodology and will be responsible for the development, monitoring and maintenance of the various quantitative Credit Risk models...

underlying forecasting/stress testing models for this firms lending portfolios. This is a fantastic opportunity... forecasts and stress tests? In this position, you will manage a small team of Analysts who help in the development of the...