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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.

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