Selby Jennings
This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range $160,000.00/yr - $180,000.00/yr
Direct message the job poster from Selby Jennings
Market Risk Recruitment Consultant at Selby Jennings A Global Investment Bank, who has been growing out their Market Risk function over the last couple of years, is looking to hire a VP level candidate on their Stress Testing and Capital Analysis team to primarily focus on the design, calculation, and analysis of stress testing scenarios.
This individual will lead discussions on scenario design along with expansion and evaluation. They will implement any new stress testing scenarios that will align with market conditions along with expansion models on CCAR.
The firm is targeting individuals with 5+ years of experience in Market Risk and/or Stress Testing. This firm is known for having some of the best culture and work life balance on the street and prides itself on maintaining these standards.
Role Objectives
Scenario Design, Expansion and Evaluation
Stress Testing production providing insights into risk drivers
Perform capital impact analysis across the bank's entities
Maintain the models owned by the Stress Testing team
Periodically update Stress Testing policies and standards
Qualifications and Skills
Minimum 5+ years of experience in Market Risk and/or Stress Testing at a bank
Master's degree in Mathematics, Statistics, or a related field.
Strong knowledge of derivatives products within FX and Equity
Familiarity with regulatory requirements related to stress testing, including DFAST, CCAR, Basel III, and FRTB
Excellent analytical, problem-solving and communication skills.
Proficiency in statistical programming languages
Seniority level Executive
Employment type Full-time
Job function Finance
Referrals increase your chances of interviewing at Selby Jennings by 2x
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Base pay range $160,000.00/yr - $180,000.00/yr
Direct message the job poster from Selby Jennings
Market Risk Recruitment Consultant at Selby Jennings A Global Investment Bank, who has been growing out their Market Risk function over the last couple of years, is looking to hire a VP level candidate on their Stress Testing and Capital Analysis team to primarily focus on the design, calculation, and analysis of stress testing scenarios.
This individual will lead discussions on scenario design along with expansion and evaluation. They will implement any new stress testing scenarios that will align with market conditions along with expansion models on CCAR.
The firm is targeting individuals with 5+ years of experience in Market Risk and/or Stress Testing. This firm is known for having some of the best culture and work life balance on the street and prides itself on maintaining these standards.
Role Objectives
Scenario Design, Expansion and Evaluation
Stress Testing production providing insights into risk drivers
Perform capital impact analysis across the bank's entities
Maintain the models owned by the Stress Testing team
Periodically update Stress Testing policies and standards
Qualifications and Skills
Minimum 5+ years of experience in Market Risk and/or Stress Testing at a bank
Master's degree in Mathematics, Statistics, or a related field.
Strong knowledge of derivatives products within FX and Equity
Familiarity with regulatory requirements related to stress testing, including DFAST, CCAR, Basel III, and FRTB
Excellent analytical, problem-solving and communication skills.
Proficiency in statistical programming languages
Seniority level Executive
Employment type Full-time
Job function Finance
Referrals increase your chances of interviewing at Selby Jennings by 2x
#J-18808-Ljbffr