Global Risk Stress Testing Role - Reporting & Analytics - Investment Bank

Opening with Investment Banking for Mumbai (Powai).

Experience : 2.5 to 6 years

Education : MBA

Location : Mumbai (Powai)

Please find the attached JD :

Skills required:

- 2+ years of experience in Market Risk/Stress testing, preferably on the fixed income side on trading/risk management

- Proficient with MS office application (Word, Excel, PowerPoint etc).

- Basic programming skills in python , Excel VBA and SQL

- Good understanding of Financial instruments such as Derivatives and Repo

- Good understanding of Market Risk/Credit Risk in Basel 3 accords

- Detail oriented, results driven, and capable of navigating in a quickly changing and highly demanding environment while balancing multiple priorities.

Roles and Responsibilities:

Reporting and Analytics Group in Stress testing performs the following functions:

- Overall consolidation Reporting: Weekly/ Monthly / Quarterly to senior management and regulators as per requirement

- Analysis and review of scenario results, focusing on understanding behaviour of products such as derivatives, repos, and loans under stress scenario conditions.

- Enhancement of stress testing framework to satisfy various requirements from senior managements and regulators.

- Enhancements of processes to improve efficiency

- Analysing the moves in stress results from Positional / Market changes and providing commentaries for it