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Recruiter at Credence HR Services
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Stress Testing Role - Investment Bank (2-6 yrs)
We have an excellent opportunity with an Investment Bank in Pune for Stress Testing role. Please go through the JD mentioned below :
Functional Responsibilities:
- Manage daily/weekly/monthly deliverable for regulator reports and internal stakeholders
- Manage the book of work on strategic remediation tasks and set targets on closures and ageing.
- Lead key regulatory projects pertaining to interpreting system and business logic and validation of exposure methodologies and manage team participation in various phases of the project.
- In instances where data/methodology issues are identified, liaise with partner teams on acceptance and prioritization of the required remediation work.
- Produce daily, weekly and monthly trend reports to reflect IB credit risk profile per Basel II & III norms
- Track trend of IB credit risk portfolio and provide suitable commentary on gross level movements for dashboard reporting
- Provide reasonable commentary for movements in risk measures
- Provide indicative estimates of VaR, PE, EPE to Credit officers, RWA management and business teams, CRM and CRR when the risk engine fails to capture exposure profiles accurately, using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators
- Understand end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool
- Actively participate in working group/steering committees of key regulatory projects and BAU releases to understand exposure impacts and cascade to team
Jismi Thomas
Credence HR Services
LL : 020 - 65101886
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