ENO - CCAR Reporting - Investment Banking

We have urgent opening in Pune for a leading Investment bank.

Requirement details -

Experience needed- 3- 6 years

Job location- Pune ( Candidates from Pune or nearby shall only apply)

Exposure needed- CCAR Reporting, CCAR Scenario Analysis, CCAR Scenario exposure calculation, Basel

THIS IS AN URGENT ROLE THUS CANDIDATE MUST BE AVAILABLE TO ATTEND THE INTERVIEW THIS WEEKEND

Competencies required -

- At least 2 years of work experience in a financial institution with good product knowledge and good understanding of Risk management tools and techniques

- Good understanding of CCAR functions and processes - an up to date knowledge with the latest CCAR guidelines, various reporting requirement and it relationship with Credit Risk Stress testing framework of financial institution

- Experience in Risk is preferred: CCAR, DFAST, Market Risk, Credit Risk are all highly desirable areas of expertise

- Good understanding of Basel3 regulations along with Margining, Wrong way risk, CCP default waterfall, Treatment of Re-securitised collateral, Shortcut Exposure Method, IOSCO, Capital Buffers, Leverage ratio in counterparty credit risk space is a must.

Additional skills needed-

- Strong analytical and quantitative skills, attention to detail, willingness to "roll up sleeves" and produce a polished, high quality, accurate product; tireless work ethic with ability to work well under pressure

- Organizational savviness with ability to expand internal network across functions and various levels of seniority

- Good knowledge of financial products across various asset classes

- Sound understanding of life cycle of a trade and risk management concepts

- Ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access)

- Knowledge of Impact of sensitivities change on derivatives portfolio valuation

- Experience of working with the output of finance and risk systems

- Driven and strong personality able to move forward both existing processes as well as the related projects in parallel to each other

- Communication skills at all levels including ability to interact successfully with stakeholders outside team

Roles/ Responsibilities

To validate credit risk CCAR Scenario exposure calculation at a portfolio level across various business lines like Prime Brokerage, ETFO, OTC Derivatives, FX, Repo, SLB, from a system, business and methodologies perspective

- Analysing all credit CCAR Scenario risk figures from Global Market Shocks (GMS) perspective, to seek to improve cases where it is not appropriate, and manually adjust these figures for reporting purposes in cases where the system is unable to handle the scenario.

- Prepare analysis and provide qualitative commentary on Bank's Credit Risk CCAR Scenarios exposure movement to facilitate capital planning process.

- Seamlessly judge impact Exposure Treatment by changing the exposure calculation method.

- Working in collaboration with Project Management & IT teams for accurate implementation of CCAR Scenario Exposure requirements under Credit Risk Framework.

- Interaction with various stake holders like - Credit Analytics, Capital Reporting, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing

- This team does not operate on shifts but the candidate is expected to understand the significance of timelines and work for extended hours if required

If interested please send cv along with below details

CTC-

Expected CTC-

Notice Period-

Reason for change-

Ankita Mishra
Enigma Human Capital
9807673995