Cacti Legal - Risk Analytics & Stress Testing Role

- Must have experience in executing Stress Testing on Credit Risk Scenarios, Balance Sheet projections, CCAR,

- Technical Skill - Python (not mandatory as preferred)

- Proven understanding of RWA calculation techniques like standardized/advanced IRB (PD/LGD approach), securitization framework (ERBA/IRBA/SA approaches)

- Develop and perform analysis of various reported elements explain the story behind the stress RWA and leverage profiles, along with crisp documentation for regulatory submission

- Build automation around the execution process which results in process efficiency and deep dive into portfolio analytics

- Proven understanding of financial markets, private banking and investment banking products including sound derivative knowledge