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IFRS 9 Stress Testing Manager

  • Job type: Permanent
  • Location: London
  • Salary: £70000 - £105000 per annum
  • Job reference: 406183/003_1552377663
  • Sector: Selby Jennings, Risk Management
  • Date posted: 12/03/2019

The IFRS 9 Manager will be exposed to professional career development with the prospect of leading the function across the stress testing projects and the opportunity to focus on a niche area across a diverse range of credit and finance models. Due to the importance of the role, the individual will work closely with senior executives across the risk analytic groups of the bank and develop constructive relationships with a range of stakeholders.

The IFRS 9 Stress Testing Manager will be responsible for:

  • Own and maintain IFRS 9 stress testing processes for the bank

  • Having independent oversight of all Risk models ensuring all models are fit for purpose and meet regulatory requirements

  • Building alternative models to evaluate the strength of the model

  • Provide feedback to developed or existing models and identifying ways for improving efficiency

  • Provide support to both Regional Credit Risk Lead and Regional Head of Independent Model Review

The IFRS 9 Stress Testing Manager should have the following:

  • Comprehensive knowledge of Credit Risk models and Machine Learning techniques

  • Experience with developing Stress Testing, IFRS 9, Basel II (PD, EAD, LGD) throughout the entire life cycle

  • Detailed knowledge of IRB regulatory framework

  • Experience with conducting independent model reviews

  • Experience with communicating and presenting recommendations to Senior Management

  • Ability to present high quality documentation, including written model review reports, policy papers and presentations

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