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ICAAP Modelling Analyst - London, United Kingdom,

£40-65k

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