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Role:   Quantitative Scenario Generation   Business Function:  Enterprise Risk Management  Business Division:  Enterprise Wide Risk  Deliverables:   - Address macroeconomic questions using quantitative techniques.  - Development of multi dimensional stress scenario engine using macroeconomic, statistical/mathematical techniques.  - Provide views on current economic outlook, communicate macro developments verbally/presentations.  - Communicate with key stakeholders rationale for scenario profiles linking with intuition, economic theory, current economic environment.  - Liaise with Senior Risk, Finance, Treasury representatives to discuss stress scenario themes, narratives, parameterisation & revise stress test library.  - Support development of structural models, statistical models/tools.  - Support production of fully parameterised macroeconomic scenarios for assessing capital adequacy, and testing risk appetite setting for businesses and the bank.  - Design & develop clearly articulated Senior Executives & Board scenario communication pack illustrating rationale for selecting stress scenario, scenario profile & severity and parameterisation.  - Support development of scenario severity assessment tools & parameterisation methodology/approach and develop documentation.  - Support strategic stress scenario generation initiatives, as and when required.  Experience/ Qualifications:   Essential  - The candidate sought will be an econometrician/macroeconomist with quantitative focus from a think tank, consultancy firm, international organisation, central bank, bank, buy side or sell side firm.  - Master's Degree or PhD in quantitative subject such as Economics/Econometrics, Mathematics, Statistics.  - Strong grasp of macroeconomic theory and applied econometrics especially time series. Proficiency with Eviews and good knowledge of Matlab a plus. Strong programming or VBA skills  - Proven experience understanding and quantifying impact of major global macroeconomic risks.  - Strong quantitative skills in Economics or econometrics  - Some familiarity with structural models, such as NIGEM, or DSGE models desirable   - Strong competence in both Macroeconomic Theory and Time Series Econometrics (VAR, Cointegration  - Experience in advanced statistical modeling and coding in one or more of the following environments: SAS or Matlab; VBA, Gauss, or Stata also considered.  - Analytically minded with good financial and business acumen.  - Excellent communication and interpersonal skills  - Understand and interpret complex business requirements.  - Familiarity with large datasets  - Experience in economic research, consulting and/or forecasting - regional coverage desirable UK/Europe/US/APAC  Desirable  - Regulatory experience would be an advantage but not essential   - Hold a degree in quantitative discipline such as Economics, Financial Economics, Econometrics, Finance/Accounting.  Other Significant Role Requirements:   - A strong verbal and written communicator,  Scope of Role:  The Scenario Generation Manager will interface with the following stakeholders or parties (Internal or External)  - Enterprise Wide Risk Management team  - Scenario Analysis team  - Other STARC teams (Execution, Process & Control, Analytics)  Technical Knowledge:  - Experience in advanced statistical modeling and coding in one or more of the following environments: SAS or Matlab; VBA, Gauss, or Stata also considered.  - Strong competence in both Macroeconomic Theory and Time Series Econometrics (VAR, Cointegration  - Strong grasp of macroeconomic theory and applied econometrics especially time series. Proficiency with Eviews and good knowledge of Matlab a plus. Strong programming or VBA skills  - Ability to deliver end-to-end project execution with minimal supervision and under significant time pressure  - Working knowledge of economics, development of stress scenarios and understanding of econometric techniques.  People Management:  - N/a  Financial Management:  - N/A  Risk Management:  2nd Line of Defence  - Actively consider the inherent, material risks of the business/ organisation. They should analyse the risk profile and seek confirmation that the risks are being appropriately identified. Assessed and mitigated to the desirable level (Risk Appetite).   - Establish and deploy robust risk and control frameworks which meet the strategic needs of the group, including communication, training and awareness.  - Provide Expert support and advice to the business on risk management. This includes interpreting and complying with the risk policy standards and risk management framework.  - Conduct suitable assurance to ensure 1st line compliance with policies/ responsibilities.  - Provide senior executive with relevant management information and reports, escalate concerns where appropriate.   Conduct Risk  To be accountable for ensuring you understand, uphold and promote the Conduct risk standard pillars:   - Employee Conduct  - Corporate Conduct  - Market Conduct  - Conduct towards our customers  Operating Disciplines and Controls: Establish and maintain operations, controls, risk assessments and assurance programmes, monitoring of risk and controls to identify, assess and manage any material risks which may arise.   Risk Culture: Set the tone from the top by promoting appropriate business and risk aware behaviours and requiring compliance with all statutory and regulatory requirements and Group policies  Business Continuity: Ensure adequate Business Continuity plans are maintained and tested for Risk Substantiation and wider Enterprise Risk Management team.

Mumbai

Manager - Scenario Analysis - Enterprise Risk Management 

Job Description for Manager - Scenario Analysis - Enterprise Risk Management  in Black Turtle India Pvt Ltd in  Mumbai for (5-8) years of experience. Apply Now!

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