Twenty Financial Services are currently searching for a Director to build out a new team within a Tier 1 Bank focussing on Scenario Design, Expansion and Stress Testing.
The team will design and produce internal and regulatory stress test scenarios for capital and reporting purposes.
- Develop models for scenario design and expansion
- Deliver economic scenarios for regulatory and internal stress tests
- Ensure governance and controls are adhered to.
- Work alongside stakeholders across model risk, project management and other business teams
- Experience within econometrics highly desirable
- Scenario design and stress testing
- Model development with pricing, market risk or econometric models
- Quantitative based education
- Statistical skills, preference for Python or R