Stress Testing Consultant - Expected Credit Loss (ECL), IFRS 9

  • Salaire :£55,000 - £60,000
  • Lieu de travail :Londres, Angleterre, Royaume-Uni
  • Type de contrat :CDI, Plein-temps
  • Entreprise :Alexander Ash Consulting
  • Mise à jour le :16 janv. 18

Stress Testing Consultant - Credit, Expected Credit Loss, ECL, IFRS 9

For this reputable consulting firm we are looking for a Stress Testing Consultant with relevant experience in stress testing, covering the end-to-end process, execution and requirements for best-practice. You will have an awareness of recent stress test results across UK banks subject to stress testing requirements.

Ideally you will also have knowledge of and experience in Expected Credit Loss accounting standards (IFRS 9) and exposure in modelling techniques, particularly for stress testing.

Responsibilities: 

  • Advising clients on the impact of changing requirements in stress testing and helping clients validate or develop stress testing models. 
  • Conducting technical analysis and report writing for workstreams operating under stress testing engagements.
  • The individual will also be required to apply their skills to a broad range of banking risk related issues supporting both regional and national propositions.

Qualifications & Skills:

  • Demonstrable skills covering the stress testing process, execution and requirements.
  • Working knowledge of a range of stress testing and prudential processes, such as ICAAP, internal stress tests and reverse stress tests.
  • Ability to clearly communicate stress testing requirements and findings in a range of ways, including presentations and written reports.
  • Awareness of stress test modelling concepts and the analytical skills necessary to understand and help develop/validate stress testing models.
  • Excellent Excel skills. Knowledge of programming languages (e.g. VBA, Python, etc.) is also of benefit.
  • Flexibility and agility to contribute to a broad range of banking risk engagements. 
  • Excellent communication, planning, project management, networking and influencing skills.
  • Flexibility to work across the UK (and internationally) where required.