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MF RECRUITMENT LIMITED
,
Leicester, Leicestershire
Prudential Modelling Manager
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Job Type: Full-time |
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Salary: £65,000 per annum |
Overview
As Prudential Modelling Manager you will lead the bank’s predictive modelling capability and stress testing reporting processes to support both capital and liquidity adequacy assessment. Responsibilities will include; ·Coordinate the capital management, financial planning and ICAAP activities and manage the production of the detailed stress reporting analysis packs ·Deliver monthly capital utilisation analysis and forecasting ·Challenge and validate the assumptions and implementation of prudential regulatory requirements including credit risk model, IFRS9, ECL, macroeconomic overlays etc within the stress testing models and impairment calculations ·Participate in forums such as ALCO, EXCO and the Risk & Audit Committee You will be working within banking, insurance or asset management and have a strong understanding of FCA/PRA regulatory and accounting requirements with an analytical mind with strong modelling skills. This is a brand new position within the bank and will offer a great opportunity to add value and develop this role within the finance team.