VP- Stress Testing & Scenario Analysis  We have an urgent opening with our client in Mumbai:  Description : External :   - Credit Scenarios and Stress Testing  - CCAR framework implementation and support  - Back Testing of IMM models and capital buffer computations as needed  - Wrong Way Risk Methodology and other strategic initiatives  - Collateral Methodology and Margin period of Risk  - Tactical Add-ons and overrides computations  - Pro-active team management and development  - Ensure resources - systems/processes/people are organized effectively and efficiently  - Develop and inculcate healthy and collaborative work environment  - Team is properly trained, knowledge sharing established and working together productively  - Ensure delivery of high quality quant analysis and business support to Risk Managers and FO at transaction and portfolio level  - Ensure that the external audit and regulatory commitments are met within agreed timelines.  - Collaborate with stake-holders in rolling out the changes/enhancements in line with Credit Analytics roadmap and key change initiatives.  - Ensure appropriate stakeholder management by pro-active communication of upcoming changes  - Timely response to all business requests from CRM and other stakeholders  - Improved constructive collaboration with other Credit Analytics teams  - Will need to take ownership of any task and see it through. Be a thinker and take proactive steps to improve process continually in order to take it to the next level. Should be comfortable working under strict timelines.  Qualifications : External  Should have experience with the following :  - OTC Derivatives (At least one asset class), Secured Financing Transactions  - Pricing models  - Computation of risk metrics (e.g VaR, EPE, PFE, RWA, Greeks)  - Prior exposure to stress testing methodology and reports  - Good MS Access skills  - Good VBA & SQL knowledge  - MBA/Analytical/Numerical degree  - Should have knowledge of basic programming, algorithm.  - Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.  - Good Communication skills.  - Highly Detail Oriented.  - Team management experience.  Reema Maheshwari Founder & Chief Consultant Credence HR Services 020-65100881

Mumbai

VP - Stress Testing & Scenario Analysis 

VP - Stress Testing & Scenario Analysis  ,Job Description for VP - Stress Testing & Scenario Analysis  in Credence HR Services in  Mumbai for (10-17) years of experience. Apply Now!

Job Description for VP - Stress Testing & Scenario Analysis  in Credence HR Services in  Mumbai for (10-17) years of experience. Apply Now!