Market Risk Stress Testing AVP - London, United Kingdom,
We are working with a leading investment bank in London to recruit into their market risk stress testing team. The function works across asset classes and covers risk modelling, and regulatory driven projects.
We are looking for someone with a strong understanding of market risk methodology from a modelling, stress testing, and measurements perspective. The role will also require experience with regulatory driven projects such as CCAR and ICAAP.
The role has plenty of interaction with the quant function, regulators, and senior risk functions within the bank. This role will be an excellent long term career opportunity and is a strategic hire for the bank as part of their long term plans for risk management.
In return, the role will be offering a starting basic salary in the range of £70,000 - £90,000 plus bonus and benefits