Accessibility Links

Stress Testing Manager

  • Location: London
  • Salary: To £70,000 + bens
  • Job type: Permanent
  • Job reference: SS/168537
  • Sector: Banking, Enterprise Risk
Job Description

International bank seeks a Stress Test Manager to oversee stress testing exercises for ILAAP, ICAAP and RRP in line with regulatory requirements.

 

Specific responsibilities include:

  • Coordinate the ILAAP
  • Challenge stress testing projections
  • Monitor limits and escalate breaches
  • Design, build and maintain the market & liquidity risk frameworks including risk appetite
  • Maintain the liquidity section of the RRP
  • Measure interest rate and price exposures, and approve pricing and valuation models for trading and investment positions.

The ideal candidate will have significant ILAAP and stress testing experience, ideally with market risk exposure and knowledge of fixed income products.  Experience with ICAAP and RRP would be beneficial.

Similar jobs
Third-Party Risk Manager
  • Location Paris
  • Salary €75-95,000
  • Job type Permanent
  • Sector Technology Risk, Information Security , Operational Risk, Enterprise Risk
  • Description The Company : Our client is one of the biggest financial services providers in Europe with a presence spreading across more than 70 countries. Within their Group Risk Function located in their
Risk Manager
  • Location Fife
  • Salary £300 per day
  • Job type Contract/Temp
  • Sector Commerce & Industry, Interim, Enterprise Risk
  • Description A utilities firm based in Fife, are looking to recruit an interim Risk Manager to work with the Revenue and Risks team.
Regulatory Capital Contractor
  • Location London
  • Salary None specified
  • Job type Contract/Temp
  • Sector Banking, Asset Management/Funds
  • Description Asset Manager seeks experienced regulatory capital contractor.
Enterprise Risk Manager
  • Location London
  • Salary £95,000
  • Job type Permanent
  • Sector Banking, Asset Management/Funds , Other Financial Services , Professional Services, Enterprise Risk, Quant Analytics
  • Description My client is leading global financial services firm who are in search of an experienced enterprise risk professional to join their London based team. As Senior Enterprise Risk Manager
Related news