At a glance
- A focus on their stress testing culture can help financial services firms meet supervisors’ expectations that stress...
Senior finance industry professional with experience across the risk management, data analytics, pricing and regulatory space. Energetic leader with team-building experience, a track record delivering under pressure & effective communication skills.(A) Technical skills
* Risk Assessment experience across Credit, Liquidity and Market Risk -- with pricing, model validation, calibration and index-building experience
* Design of stress scenarios and framing of management actions on internal and regulatory stress tests
* PhD-level quant with research notes written on applied financial mathematics and papers presented at international conferences and university departments
* Code prototyping and supervision experience (Matlab, SAS, ...)(B) Business experience
* Pre- and post-sales engagement with energy majors, multi-national insurers and banks and with smaller companies
* Commercial acumen to understand implications of risk models and stress scenarios on bank's balance sheet
* Framing of internal and external (e.g. FSA) responses within regulatory frameworks for Capital Adequacy (ICAAP), Liquidity (ILAA) and Basel II/III
* Consultation with start-ups especially in financial services(C) Management experience
* Leadership of cross-divisional initiatives for delivering against stretched targets within a complex matrix organisation setting (e.g. end-to-end co-ordination of key workstreams and programmes on regulatory stress tests)
* Critical project management skills
* Team Lead role, supervising analysts and project managers
* Effective communication with internal and external stakeholders including Board-level presentations
* Stress Testing
* Data analytics
* Monte Carlo simulation
* Concentration Risk assessment
* Economic Capital
* Construction of liquidity indices
* Valuation of complex derivative term sheets with embedded options (e.g. swing option pricing)
At a glance
Earlier in May, Deloitte co-sponsored the 2019 Spring conference of the International Association of Credit Portfolio Managers (IACPM), a...
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