Associate/Senior Associate - Global Risk - Liquidity Stress Testing - Investment Bank

Role & Responsibilities of the position in brief:

- Generation and Analysis of liquidity stress results under various scenario conditions either for internal risk management or to cater to regulatory requirements

- Liaise with risk managers and business desks to validate liquidity stress results

- Meetings with senior management and stake holders to discuss liquidity stress results and discuss on ways to manage it

- Timely questioning and analysis of suspicious moves to produce accurate stress results to various stakeholders

- Contribute in the design, specification and testing of functional improvements to strategic and tactical IT applications used for stress testing

Key Skills:

- Good knowledge of Financial Products, Financial Markets and ability to assess impact of various scenarios on different asset classes - Extensive knowledge of pricing/risk management of a variety of Equity, FX and rates derivative products - Basic understanding of concept of Counterparty risk, Margining and Netting

- Ability to handle and analyse huge data using tools like Excel VBA, Access data base, Python etc.,

- Background in a numerical discipline: engineering; math; science; etc.

- Excellent oral and written communication skills