Scenario Manager
- Recruiter
- Robert Walters
- Location
- England, West Midlands, Birmingham
- Salary
- £42000 - £63000 per annum + Excellent Package
- Posted
- 20 Jan 2017
- Closes
- 27 Jan 2017
- Ref
- 2546590/001
- Contact
- Kayte Short
- Job Title
- Financial Risk
- Category
- Banking and Financial Services
- Experience Levels
- Manager
- Contract Type
- Permanent
- Hours
- Full Time
An opportunity has arisen with a leading retail bank for a Scenario Manager. This role is exclusive to Robert Walters, based in Central Birmingham as an expansion of the London team. The role offers a huge amount of exposure and visibility an one of Europe's largest and most complex financial services institutions.
About the Scenario Manager:
The role is idea for a professional with a strong interest in econometrics and macroeconomics, you will join a small team responsible for developing the scenarios used for both internal and regulator mandated stress testing.
Key Responsibilities:
- Lead the development of Excel/SAS based tools and solutions and drive new scenarios to uncover and examine vulnerabilities across the markets
- Test capital adequacy, focusing on the impact that macroeconomic events have on exposures, P&L, capital and liquidity and balance sheets drivers.
- Review existing stress test scenario library, making adjustments where suitable to make sure that significant market and economic developments are built in.
The Scenario Manager will possess excellent experience in advanced statistical modelling and coding in SAS or Matlab, VBA, Gauss or Stata considered. You will have strong competence in both macroeconomic theory and time series econometrics. You will have the ability to deliver end to end project execution with minimal supervision.