Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
21/10 Khushboo
Senior Consultant at Black Turtle

Views:5543 Applications:33 Rec. Actions:Recruiter Actions:10

VP - Scenario Modelling Lead - Global Stress Testing Group - Investment Banking (7-14 yrs)

Mumbai Job Code: 387358

VP - Scenario Modelling Lead

Following are the details :

Location : Mumbai

Level : VP

Requirements :

- Solid understanding of stress testing methodology, especially market risk

- Good understanding of complex investment banking products / risks

- Successfully develop / enhance scenario methodology for capturing key basis risks

- Capable of managing and leading a team to deliver results under strict deadlines

- Ability to present complex issues to senior management in a simple way

- Excellent financial modeling skills with a strong quantitative background (degree in finance with quantitative background would be preferred)

- 7-10 years experience.

- Prior experience of developing stress testing methodology would be preferred but not essential

- Experience of investment banking products and associated risks

- Excellent communication skills (both verbal and written)

Responsibilities :

- The Global Stress Testing group is responsible for developing scenario methodology centrally across the group and different legal entities.

- The job entails working on stress testing methodology focused on macroeconomic, market risk and PPNR projections. The results of stress testing would also feed into internal risk appetite / limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.

- The role involves developing and improving existing stress testing methodologies and would involve working closely with Research, Quantitative Strategies, Market Risk teams. This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
  • Apply
  • Assess Yourself
  • Save
  • Insights
  • Follow-up
Something suspicious? Report this job posting.