Global Risk Stress Testing Role - Liquidity Stress Testing

- Generation and Analysis of liquidity stress results under various scenario conditions either for internal risk management or to cater to regulatory requirements

- Liaise with risk managers and business desks to validate liquidity stress results

- Meetings with senior management and stake holders to discuss liquidity stress results and discuss on ways to manage it

- Timely questioning and analysis of suspicious moves to produce accurate stress results to various stakeholders

- Contribute in the design, specification and testing of functional improvements to strategic and tactical IT applications used for stress testing.

- Good knowledge of Financial Products, Financial Markets and ability to assess impact of various scenarios on different asset classes

- Extensive knowledge of pricing/risk management of a variety of Equity, FX and rates derivative products

- Basic understanding of concept of Counterparty risk, Margining and Netting

- Good understanding of Python and SQL and ability to handle and analyse huge data using these tools

- Excellent oral and written communication skills