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Director Scenario Design - Investment Bank - London

Job Title: Director Scenario Design - Investment Bank - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £120000 - £150000 per annum
REF: BBBH16631_1507226172
Contact Name: George Marks
Job Published: 15 days ago

Job Description

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.

Responsibilities:

  • 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

Skills required:

  • 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