Senior Analyst - Risk Stress Testing

Day-to-day you'll be:

- Creating insightful analytics to explain the drivers of Market Risk & CCAR under base and stressed conditions

- Liaising with local technology teams on system developments and ensuring the systems are maintained up to date for the execution of on-demand stress testing

- Documenting our stress testing programmes and procedures and making sure they meet our regulatory requirements

The skills you'll need

- You'll have experience in a stress testing and counterparty credit risk or market risk role with advanced knowledge of counterparty credit risk-weighted assets, market risk of derivatives and exposure calculations such as EAD, EPE, PFE, PD and LGD.

- Experience in Python language