A pivotal role for a seasoned risk management professional with experience in Scenario analysis / Stress Testing. You will be developing and enhancing current stress testing framework and methodology as part of the counterparty credit risk team, as well as analyzing the portfolio.   LOCATION: Mumbai  YOUR FUTURE EMPLOYER:   A leading, global firm with an illustrious range of financial and asset management services serving different market regions across the globe.  YOU WILL BE RESPONSIBLE FOR:   - Working on developing & enhancing current stress testing framework and methodology and ensure they are compliant with regulators and appropriate for internal risk management in accordance with relevant regulatory requirements & frameworks   - Improving current stress testing methodology in particular Scenario RWA & designing methodology to calculate scenario exposure in the context of LPA, ICAAP, and IWST.  - Leading multiple projects and have extensive experience in Model Development, Validation, and Calibration, LDP Modeling, Scorecard Development, Economic capital modeling, BASEL III /CCAR norms.   - Managing the key stakeholders a strong communication and by explaining at suitable level movement and drivers of the various models and approaches used within Counterparty Credit Risk.  - Extensive tactical data analysis and model development for client engagements using a variety of programming languages   - Serving as subject matter authority on financial and statistical markets model development and validation expertise.  THE SUCCESSFUL CANDIDATE:   - A seasoned risk management professional with an advanced degree in finance, mathematics, econometrics, engineering or other quantitative subjects with over 4 -8 years of experience in Stress Testing & Credit Risk model development & validation.  - Strong knowledge of regulatory requirements such as SR 11-7, Basel III and CCAR guidelines with experience in various model validation tests like stress testing.  - Hands on experience and thorough knowledge of credit risk and derivative products (credit derivatives, OTC products, Swaps, Securitization, CDO's) with relevant banking/financial products experience with strong technical skills.  - Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++, etc.) is an advantage  - Excellent communication skills with strong quantitative and analytical background  WHAT IS IN FOR YOU:   - A meritocratic culture with great career progression   - Fast track career growth.  REACH US:   If you think this role will add value to your career, kindly apply along with your updated CV for a confidential discussion on the role.

Mumbai

AVP - Stress Testing & Risk Modeling - Credit Risk - IIM/XLRI/IIT/MDI/FMS/TISS/FMS 

AVP - Stress Testing & Risk Modeling - Credit Risk - IIM/XLRI/IIT/MDI/FMS/TISS/FMS  ,Job Description for AVP - Stress Testing & Risk Modeling - Credit Risk - IIM/XLRI/IIT/MDI/FMS/TISS/FMS  in Crescendo Global in  Mumbai for (4-8) years of experience. Apply Now!

Job Description for AVP - Stress Testing & Risk Modeling - Credit Risk - IIM/XLRI/IIT/MDI/FMS/TISS/FMS  in Crescendo Global in  Mumbai for (4-8) years of experience. Apply Now!