Looking for a candidate with strong experience in CCAR, Stress testing, Credit Risk, SAS / Python. Skills you will need - A deep understanding of stress testing end-to-end cycles and experience working with regulators and /or knowledge of regulatory requirements. - Knowledge of several types of other common risk analytics tools, such as risk measurement methodologies (PD, LGD, EAD), counterparty credit exposure modelling, derivatives modelling, balance sheet/capital modelling - Hold a degree in quantitative discipline, CFA/FRM preferred Responsibilities: - Development of an enhanced Stress Testing framework &amp; operating model. - Interact with various Business Units and Divisions to contribute towards and follow the Group Stress Testing framework. - Development of macro-economic stress testing standards and models for wholesale and retail portfolios - Lead the development of Reverse Stress Testing methodologies and models - Participate in the interaction and communication of the Group's Stress Testing with the Regulators (PRA and EBA) and Rating Agencies; - Manage relationship and liaise with the regulator on stress testing initiatives. - Provide management and support in the ongoing embedding of the Stress Testing Framework.

Bangalore

Associate/Senior Associate - Stress Testing - BFSI 

Associate/Senior Associate - Stress Testing - BFSI  ,Job Description for Associate/Senior Associate - Stress Testing - BFSI  in Careerist Management Consultant in  Bangalore for (4-7) years of experience. Apply Now!

Job Description for Associate/Senior Associate - Stress Testing - BFSI  in Careerist Management Consultant in  Bangalore for (4-7) years of experience. Apply Now!