Scenario Expansion Director - Tier 1 Bank - London

Job Title: Scenario Expansion Director - Tier 1 Bank - London
Contract Type: Permanent
Location: London, England
Salary: £135000.00 - £155000.00 per annum
Reference: BBBH20737_1549390736
Contact Name: George Marks
Contact Email:
Job Published: February 05, 2019 18:18

Job Description

Twenty Financial Services are searching for an Economic Scenario Development Director for a new mandate with a Tier 1 Bank in London.

The main responsibility for the position will be to develop economic scenarios for the Bank of England stress tests & IFRS9


  • Lead on economic scenario generation and expansion within capital risk
  • Take ownership of the models working alongside quantitative development and the validation teams
  • Analyse macroeconomic factors, trading book & banking book exposures
  • Liaise with senior internal stakeholders and regulators providing submissions on economic scenarios
  • Lead and develop a small team supporting on the above activities

Skills required:

  • Economic scenario development/expansion/generation experience
  • Strong understanding of IFRS9 calculation
  • Extensive quantitative and economics/econometrics background
  • Thorough understanding of the macro markets