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18/05 Rashmi
Lead Consultant at CareerNet Consulting

Views:4722 Applications:268 Rec. Actions:Recruiter Actions:84

Risk Analyst - Stress Testing & Scenario (1-8 yrs)

Mumbai Job Code: 218922

- Roll out of existing Global stress testing procedures and processes used elsewhere in the Bank to the US business subject to Fed regulatory supervision

- Rollout of existing methodologies and development of new methodologies to meet expected scenario requirements

- Facilitate cross-functional collaboration and manage inputs required from subject matter experts across the Bank

- Implementation of test run of new scenario processes, procedures and methodologies

- Incorporate feedback and refinement processes from the trial run to improve efficiencies

- Analysis of key drivers of results and changes in business and capital strategy

- Delivery of stress testing and scenario analysis results and slide presentation materials to senior management, the Board and US regulators

- Documentation of internal scenario design, assumptions, methodology and results

- Participating in definition, set up and calibration of inputs into the Risk Appetite Assessment and the periodic assessment performed to assess adherence

- Develop, calibrate, set up, analyze, aggregate and document relevant forward looking scenarios, reverse stress tests and US regulators prescribed scenarios (in addition to CCAR)


- A good understanding of risk measurement frameworks, Value at Risk (VaR), Stressed VaR, IRC and Capital concepts such as available capital and risk-weighted assets

- A degree-level education (or equivalent) in a numerate discipline (Finance and accounting)

- Post graduate qualifications within a relevant fields i.e. CFA, FRM, PRIMA would be an added advantage

- Regulatory experience is a Must

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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