Subject Matter Expert Credit Risk Stress Testing

Zürich  ‐ Vor Ort
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Beschreibung

Subject Matter Expert Credit Risk Stress Testing

About us:

ITech Consult AG is a certified ISO Swiss company with offices also located in Germany, Great Britain and Ireland. ITech Consult is specialised in delivering ICT candidates for contract work. We were founded in 1997 by IT professionals; hence we well understand what it means to be professionally supported in your search for a new project and being employed.

Reference #: 915903NC

Role:
Subject Matter Expert Credit Risk Stress Testing

Industry:
Banking

Location:
Zurich Region

Start:
ASAP

Duration:
Till 31.01.2017 and extension possible.

Workload:
100%

Key Responsibilities:

The role is to establish appropriate leadership and coordination of credit risk stress testing results which feed into firm wide stress testing analysis. The role would also take a lead on establishing market risk methodology feeding into Ad-hoc scenario analysis. The role would be a critical component of the challenger function analysing CRM results feeding to BoD and FINMA as part of FWST.

Is critical to fulfil the following FINMA regulatory commitments:

- Coordinate and manage stress testing model inventory Book of Work for CRM.
- Development of stress testing methodology which would enable execution of ad-hoc scenarios. This is also a critical CARMC/BOD requirement to enable ERM to respond to ad-hoc scenario requests in timely manner with sufficient degree of confidence.
- Build out of challenge function, as committed to FINMA as part of C01 FWST initiative.
- Presenting methodology developments along with impact analysis to senior management. The key stakeholders would be the regulator as well as Board and senior management.
- The job entails working on stress testing methodology focused on credit risk. The results of stress testing would also feed into internal risk appetite/limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.
- Developing and improving existing credit risk stress testing methodology for lending and counterparty exposures.
- Working closely with Credit Risk modelling team to understand and provide effective challenge to approaches developed by the team. This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.
- Coming up with alternative challenger approaches to benchmark results driven by the primary models developed by Credit Risk modelling team.

Essential Skills/Qualifications:

-
Good understanding of complex investment banking products/risks.
- Solid understanding of credit stress testing methodology, especially for lending books and counterparty credit risk.
- Successfully developed/enhanced credit stress testing methodology.
- Capable of delivering results under strict deadlines.
- Excellent verbal and written communication in English.

Desired Skills/Qualifications:

-
Degree in finance with quantitative background such as PhD would be preferred.
- 7 to 10 years' experience of having worked in a credit risk function, focused on corporate and retail loans/over the Counter derivatives/SFTs.
- Excellent financial modelling skills with a strong quantitative background.

Candidate Value Proposition:

-
The successful candidate would be involved in an exciting opportunity in a new part of the bank. The new role has been created to address the growing demands of credit stress testing within our client.
- There is substantial scope for creativity for the candidate to be involved in building new credit stress testing approaches and challenging the existing approaches.
- The role offers the candidate to work closely with senior management as this is a high profile function within the bank. Candidate will be involved in reviewing deliverables which are shared with senior management and Board of Directors, as well as regulators.

Should you find yourself suitable for this position then send your complete dossier using this link in the advert..Even if this particular position doesn't suit your profile we recommend that you send us your CV and share with us what you are exactly looking for.

Call us and discover the quality of our services for yourself. We are more than happy to meet with you for an individual consultation. Do not hesitate to contact us for further enquires.

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Start
keine Angabe
Dauer
31.01.2017 (+)
(Verlängerung möglich)
Von
ITech Consult
Eingestellt
29.07.2016
Projekt-ID:
1176398
Vertragsart
Freiberuflich
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