ICAAP Modelling Analyst
- Employer
- Harnham
- Location
- South West London, UK
- Salary
- Competitive
- Closing date
- Jun 20, 2019
View more
- Job Role
- Business Analyst
- Sector
- Finance
- Contract Type
- Permanent
- Hours
- Full Time
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ICAAP Modelling Analyst (Retail Credit) London Up to £65,000 An established start-up lender specialising in the secured space are seeking a an Analyst with extensive ICAAP or Stress Testing experience for a technical role where you'll be hands on with model development (using SAS) and reporting, but also in the end to end submission of ICAAP to the Bank of England. Full training can be offered in any of these areas for the right candidate, but it's important you have a strong background in ICAAP OR Stress Testing (or both) ideally with some mortgage experience. THE ROLE: Production of ICAAP including related models, procedures and monitoring reports Use technical tools (Excel, SAS etc) to deliver stress testing projections and models Preparing dedicated analysis and reports for both internal and external audiences Making sure that stress testing meets regulatory requirements YOUR SKILLS: Educated to degree level (minimum) within a statistical or financial discipline Extensive experience working in a technical Stress Testing or more general ICAAP role Experience in wider Credit Risk Modelling is also preferred Mortgage experience preferred BENEFITS: Up to £65,000 Start-up environment where you'll have full ownership and autonomy Chance to have a real impact on a growing business Learning and development in the areas of Credit Risk Modelling, Stress Testing, ICAAP HOW TO APPLY: Use the apply feature on this page KEYWORDS: Credit Risk, Stress Testing, Quant Analyst, Statistics, Risk Modelling, Retail Banking, Credit Risk, Operational Risk Models, Excel, SAS, SQL, ICAAP, PD, LGD, EAD
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