Twenty Financial Services are currently recruiting for Risk Measurement Forecasting AVP for a Tier 1 Bank based in London.
The main responsibility for the role will be to produce short term forecasts and outlooks, measure the actual performance compared to the forecast as well as portfolio analytics to help understand impairments and RWAs whilst implementing new models and policies.
- Management of monthly impairment and RWA calculation
- Impairment & capital reporting and analysis
- Forecasting, stress testing and risk appetite
- Forecasting and portfolio risk management experience
- Desirable to have strong knowledge of retail portfolios and products
- Impairment and capital reporting experience
- Knowledge of IAS39/IFRS9
- Experience with SAS or SQL