2 of 2 Remote/Hybrid Stress Testing Jobs in Milton Keynes

Milton Keynes or London, working 32 hours per week.** This is an opportunity to lead high profile model development initiatives spanning IRB, IFRS9, Stress Testing and Climate Risk, while working with senior stakeholders, regulators and industry leading quantitative professionals to shape the Bank's risk management strategy.We … models used to calculate Regulatory and Economic Capital in line with Basel and CRR requirements.* Creating IFRS9 provision and expected credit loss models.* Developing stress testing and scenario analysis models used for risk management, capital planning and strategic decision making.* Developing climate risk models and portfolio analytics.The models ...

Milton Keynes or London, working 32 hours per week. This is an opportunity to lead high profile model development initiatives spanning IRB, IFRS9, Stress Testing and Climate Risk, while working with senior stakeholders, regulators and industry leading quantitative professionals to shape the Bank's risk management strategy. … models used to calculate Regulatory and Economic Capital in line with Basel and CRR requirements. Creating IFRS9 provision and expected credit loss models. Developing stress testing and scenario analysis models used for risk management, capital planning and strategic decision making. Developing climate risk models and portfolio analytics. ...