Test Analyst - Stress Testing

Test Analyst – Stress Testing

Whitehall Resources are looking for an experienced Test analyst – Stress Testing for a 3 month initial contract in London.

Essential Skills/ Experience:
– Assist financial services clients in implementing solutions to address qualitative and quantitative modelling requirements around risk and capital management
– Perform as a SME in Model Risk Management are with focus on stress testing model development and validation in regulatory compliance areas, especially IFRS9, CCAR and DFAST
– Provide expertise on latest trends within regulatory compliance and support development of Intellectual Property in risk and compliance space
– Project management & End to End delivery of Stress Testing program
– Support pre-sales activities
– Deep knowledge of the following regulatory areas – CCAR/DFAST, IFRS9, Basel with focus on stress testing
– Well versed in different methodologies for Credit Risk Modelling – PD/LGD/EAD for retail as well as wholesale portfolios
– Experienced in PPNR modelling
– Experience in model development, validation and documentation especially for regulatory compliance
– Well versed with Quantitative Finance, Time Series Analysis, Statistical Analysis & Modelling, Risk Management, Business Analysis
– Knowledge or familiarity with coding in Excel, SAS, R, Matlab, and/or VBA
– Business writing skills such as documentation of Business Requirements and Functional Requirements
– Functional specifications
– Model development and validation documentation experience
– Some data management skills
– Ability to support custom implementation and/or vendor implementation programs
– Project and people management experience

SAS Technical Skills
– Base SAS
– Advance SAS
– SAS VA
– SAS MIP (most important)
– SAS Risk Dimensions