Stress Testing - Leading Consultancy
Our client, a global consultancy, is looking for candidates with a strong quantitative skill-set to join their brand new Stress Testing team and play a key role in their upcoming projects with focus on Banking.
They are looking to do several hires at Senior Associate, Manager and Senior Manager / Associate Director levels (2 - 15 years of experience) . The type of projects you will be working on focus on:
- Credit Analytics
- Portfolio Management
- Cyber Risk Modelling
- Balance Sheet & Capital Optimisation.
Essential Requirements for the roles:
- Quantitative analytical experience
- Banking or Consulting experience. If Consulting, clients need to have been banks or insurance companies, preferably banks.
- Programming experience
- Numerate degree
- Stress testing experience in one or more of the following; Credit Risk, IFRS9 Modelling, Stress RWA Modelling, Market Risk, Finance, Treasury & Capital Planning.
This is an expanding team and is a very good moment to join. You will deal with multiple complex problems faced by the most reputable banks. The current team members enjoy very much the variety of work and the friendly environment.
Please apply now for immediate consideration. We are also happy to have informal conversation, so please get in touch with Ioana Pribac on email@example.com or 020 30175121.