Associate Consultant at CareerNet Technologies
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Manager - Stress Testing - Banking Captive (4-10 yrs)
- Help senior members of the team form a judgment on the appropriateness of positions vs. risk appetite using stress results computed by numerous teams across the Group.
- Transform Senior Management strategy and questions into practical stress testing approach to improve risk-reward decisions.
- Take initiatives to develop innovative solutions
Regulation and methodology:
- Contribute and take part of the responsibility for ensuring that stressed risk measures are in line with best practice and meet regulatory requirements.
- Be part of the team that is the main point of contact in WMR for stress testing questions coming from local regions, other functional teams and regulators.
- Drive the incentive and provide directions to the local sites so that
(i) stress testing is used appropriately by risk managers for decision making
(ii) vulnerabilities in the traded portfolio are well understood by senior management and
(iii) stress results are factored into risk appetite and risk mitigation decisions.
- Contribute to market risk analyses and drive the implementation of new stress scenarios and stress testing methodology through WMR globally for risk arising from trading and wholesale activity.