AVP - Stress Testing - KPO/Research Firm

Stress Testing AVP

Minimum Qualification and Skills Required :

- Bachelor's degree in numerate subject, e.g. mathematics/ statistics/ economics or equivalent experience; Master's degree

- Prior exposure in stress testing and / or impairment reserves. Good conceptual understanding of Wholesale Credit Risk, Basel and IFRS regulatory policies & principles is a plus

- Technical skills of SAS, VBA, Python Qliksense, Tableau will be added advantage

- 8 plus years' experience required in banking, preferably Risk management

- Relevant experience in fields like Credit Risk & Basel, Loss Forecasting / Reserving, IFRS9, Stress testing etc.

- Strong organizational, problem-solving and verbal and written communication skills

- Strong analytical skills

What additional skills will be good to have?

- Past experience in understanding regulatory requirements for Stress Testing and capital management.

- Good technical background working with large-scale data in distributed computing environments, including databases, data cleaning, and feature engineering

- Experience in model development or complex model execution will be a plus

- Proven ability to produce clear summaries and reports from complex factual information, including both written documentation and graphical material

- Familiarity with a balance sheet and set of accounts

- Familiarity with bank stress testing including loss and risk estimation techniques is preferred

- Excellent communication skills with technical (the team) and non-technical (senior management in Group/region) counterparts; being able to "translate" between the two worlds is essential

- Prior experience in team and people management

- Ability to work in and lead cross-functional teams. Strong interpersonal skills and drive for success

- Managing relationship with key stakeholders to build confidence in team and enable stakeholders' investment in development of the team.