Job Description:

Job information Stress Testing Modelling Analyst from the Company Hampshire Trust Bank, this latest Stress Testing Modelling Analyst job vacancy is located in the city London ECN located in the country United Kingdom . This latest job opening is open to job seekers who have the latest education / graduate GCSE . Job Vacancies in this Stress field have been opened and published up to the specified time.

Job Responsibility:

Hampshire Trust Bank is a specialist bank, staffed by experts focused on helping UK businesses realise their ambitions. Our dedicated Asset Finance, Development Finance, Wholesale Finance and Specialist Mortgages divisions ensure that businesses receive the outstanding service, lasting relationships, integrity and expertise they need to prosper.

We also provide savings accounts to individuals and businesses and since we lend only to businesses, our savers can be sure their money will be used to boost the British economy.

The bank is authorised by the Prudential Regulation Authority and regulated by the Prudential Regulation Authority and the Financial Conduct Authority.

For more information, please visit our website: www.htb.co.uk

Our Values and Behaviour

All members of the HTB team are expected to demonstrate values and behaviour that underpin everything that we believe in

Customers matter

• We listen to our customers
• We value customer relationships over transactions
• We strive to deliver what customers want, when they want it, how they want it
• We prioritise customer outcomes over corporate expediency

We deliver

• We approach everything we do with discipline and set high standards
• We do more with less and embrace change
• We are fanatical about financial rigour and risk discipline
• We execute consistently with speed and accuracy
• We constantly strive to improve

Integrity without compromise

• We always aim to do the right thing - we don't duck hard choices
• When we make a mistake we own up and fix it
• We are open and honest in all our communication
• We treat innovation and fresh thinking as an opportunity not a threat

People Power

• We are a meritocracy
• We empower people and make them accountable
• We encourage our people to learn and grow
• We challenge each other honestly & constructively
• We work as a team
• We know diversity makes us stronger
• We celebrate success

Position:

Based in the Model Development team within the Risk & Compliance function, the Stress Testing Modelling Analyst will develop, monitor and maintain optimised models for credit risk and capital purposes, coordinating effort across the Credit Risk and Finance functions of the organisation.

The role will work closely on a daily basis with the Finance team including undertaking stress testing (ICAAP Pillar 2A and 2B model development and execution), impairment forecasting within the Corporate Plan and macro-economic timeseries modelling (using linear and non-linear regression techniques). The individual will also support monthly other team-wide objectives such as developing second and third generation IFRS 9 models.

Requirements:

• An understanding of Credit Risk Models with relevant experience with data extraction and pre-processing, model development and model Performance assessment (monitoring)
• Some experience of undertaking stress testing and forecasting exercises is ideal
• An understanding of IFRS 9 model requirements and development experience
• Strong mathematical and statistical background, knowledge of statistical modelling techniques.
• Experience of using SQL & SAS (macros, arrays, scoring / simulation engines, non-linear modelling, partial least squared, timeseries modelling, etc.), knowledge of other programming languages an asset

Other information:

• With their manager, redevelop, enhance, document and execute the Bank's Pillar 2A Credit Risk and Pillar 2B stress testing models for the annual planning and stress testing cycles.
• Provide recommendations on key outputs from the process to aid the front-line business in understanding their overall risk profile and drive strategic objectives in line with PRA best practice guidelines.
• Work with colleagues in Finance and support on documenting the relevant sections (P2A credit and P2B) of the Bank's ICAAP.
• Identifying and implementing model changes and enhancements as needed, ensuring they are in line with Bank standards, Model Risk Management (validation) findings and regulatory compliance requirements.
• Understanding internal and external data, infrastructure and reporting requirements and coordinating these with effective analytical solutions.

Keywords : London jobs

Closed Date : 2025-02-19