If your expertise lies in production, analysis and delivery of integrated market risk trading and banking book stress test, a position as Associate is ideal for you. In this role, you will be responsible for driving and taking key ownership for key regulatory stress test.  To qualify for this role, you need to have prior experience in a relevant role with good understanding of Market risk for at least 1 asset class area ( Currencies/ Rates/ Credit / CEM).  As Associate, you will be required to:  - Guide and coach junior team member in performing BAU activities, drive key improvement and changes in Market risk Stress testing framework  - Work as SME for stress testing tool - FOREST and MR stress testing process, analysis of firm wide risks (overall concentrations, age, portfolio effects)  - Analyze Market trends and stories and assess the impact on the portfolio in normal and stressed conditions, help with weekly and monthly summary of RWA impacts - with details explain of drivers of various components  - Be a Subject matter expert for trading book Stress test, identify any macroeconomic / event risk and help in developing stress for same.  Skills you need :   - Strong Microsoft EXCEL skills, including VBA  - A basic understanding of VaR and Market Risk  - Good bachelor's level degree in a quantitative subject  - Strong experience in Market Risk ( Var & stress testing)  - Proven interest in Financial Markets and products  Interested folks can share their CV or can inbox me the same.

Delhi NCR

Others

Associate - Market Risk - BFSI  

Associate - Market Risk - BFSI   ,Job Description for Associate - Market Risk - BFSI   in Careerist Management Consultant in  Delhi NCR Others for (4-6) years of experience. Apply Now!

Job Description for Associate - Market Risk - BFSI   in Careerist Management Consultant in  Delhi NCR Others for (4-6) years of experience. Apply Now!