Counterparty Credit Risk Associate - Investment Bank

We are looking out for someone who is having strong exposure on Counterparty Credit Risk Management, Exposure analysis, Potential Future Exposure, Expected Positive Exposure,Expected Shortfall for a leading investment bank at gurgaon.

Following are the responsibilities to be fulfilled-

- Supporting the execution of budgetary and strategic planning cycle stress testing and regulatory stress tests (PRA, EBA etc.)

- Delivering Stress Testing Execution across all functions and disciplines as required, including; Retail, CCR, PBIL, Securitisation, with primary focus on Wholesale.

- Independent monitoring and control function for stress testing output across Banking Group.

- Operating within the Group Policy Standard for the Stress Testing Policy Standard as part of identify and managing our Firm Wide Risk.

- Interacting with the Business to improve their understanding of their roles and responsibilities in terms of Stress Testing

- Support the Head of Stress Testing Execution to embed the Stress Testing Centre of Excellences (COE)

- Provide support in setting the agenda for the Group's firm-wide stress testing and portfolio analytics activities.

- Driving Regulatory framework changes relating to Stress Testing; working closely with Business and Senior Management to ensure fit for purposes methodologies for key portfolios of interest.

- Work in close collaboration with regulators to determine wholesale stress test requirements to meet prescribed methodologies and model requirements; act as point of contact with regulatory supervisory teams for Stress Testing Execution.