Stress Testing Analyst


Job Description:

Tribe Recruitment ltd

About the Company

An employer of choice who live by their values. A commercial complex financial services firm where opportunities to develop your career are plentiful.

About the Role

Responsible for delivering, supporting and enhancing stress testing for the business.

Provide subject matter expertise regarding regulatory credit capital, provisioning, stress testing and other Quantitative Risk Management activities.

Develop an in-depth knowledge of the end-to-end stress testing process, including existing models, analytics and relevant data sources.

Identify issues in stress testing through the performance of regular stress tests and annual review of stress testing models and communicate the issues appropriately to management and review committees.

Provide credit risk stress testing analysis technical expertise to other areas of Quantitative Risk Management (e.g. Modelling, Pricing, Climate Change)

Enhance existing capabilities through research into new methodologies, sensitivity analysis and benchmarking of scenarios and results to better understand and respond to stress.

About You

You have extensive quantitative experience of modelling within a credit risk environment.

You have a postgraduate qualification in the likes of Maths/ Statistics / Economics/Finance or Quantitative

Intermediate to Advanced experience with analytics tools such as SAS, SQL, or R

Excel with VBA, Word and PowerPoint

Advanced analytical and problem-solving skills

Apply Now!

To find out more, please get in touch with Bonita Wright on 021 877 553 for a confidential chat.

To apply for this vacancy you MUST be a New Zealand citizen, resident, or have already secured the right to work in New Zealand and therefore hold a valid visa.

At the appropriate stage we will request your references, we ask that you do not include them on your CV when applying.

At the appropriate stage we will request your references, we ask that you do not include them on your CV when applying.

At Tribe we have our guiding light to show us the way. We bring our whole selves to work. We encourage inclusion in every single interaction. We genuinely care about people and are curious about their stories. We celebrate all points of view. We will help you find your tribe, the same way we have. We’re all on a journey together so come along…

Information & Communications Technology / I.T.

Tribe Recruitment ltd

Posted on: 

19 July 2022