Assistant Manager/Manager - Stress Testing - Shared Centre

We are hiring Assistant Manager/Manager-Stress Testing for one of the renowned shared center for Bangalore Location.

Role Context/ Responsibilities

- The role involves engaging and reporting to onshore sites.

- This role sits in (i) Wholesale Credit and Market Risk (Group), (ii) Traded Risk team, (iii) Stress Testing team.

- This role sits at group level and covers a large scope of risks, stakeholders and geographies.

- This position acts as subject matter expert on Stress Testing and must meet expectations of high standards for delivery to senior management and regulators.

- This position has also a significant exposure throughout the Group because it is responsible for providing guidance to regional stress testing team.

- Ensure the appropriate controls are in place in the stress testing production process

- Analyse stress testing results, create efficient risk management reports as an input to monthly risk management committees

- Work with onshore teams to optimise existing processes

Activities undertaken include :

- Management and monitoring of counterparty and market risk limits in trading system

- Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators

- Management of market data and generation of risk model parameters such as VaR, PFE, EEPE

Review, validation and improvement of risk calculation and management models

- Collation of Risk related MI and preparation of Stress Testing and Back testing governance committee packs

Abhilasha Singh| Talent Scout-1
Winfort