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10/12 Hetal
Consultant at Black Turtle

Views:7325 Applications:526 Rec. Actions:Recruiter Actions:72

Senior Associate/AVP - Counterparty Credit Risk - Investment Bank (3-9 yrs)

Gurgaon/Gurugram Job Code: 642770

Counterparty Credit Risk - Sr Associate - AVP - 3 to 9 years - Gurgaon - Leading Investment Bank


Looking for professionals into Counterparty Credit Risk - Exposure Analysis, Potential Future Exposure

Role :

The role will play a direct role in the allocation of scarce resources to deliver the Natwest Markets Business Plan and lead the production of monthly Counterparty Credit Risk Stress test results from NWM systems (e.g. Phoenix) and build an in-depth understanding of stress testing methodology. The role will lead and develop insightful analytics to explain the drivers of Counterparty Credit Risk under base and stressed conditions and liaise with technology teams on system developments and ensure the systems are optimised for the execution of on-demand stress.

What the Business Does :

- The Role is in NWM and reports to Head of First Line Stress Testing

Your Responsibilities:

As First Line Stress Testing - Counterparty Credit Associate your key responsibilities will be:

- Responsible for build and use of analytics to understand the drivers of counterparty credit risk under base and stress conditions. Produce in depth analysis and explanations of key drivers.

- Take responsibility for production of counterparty credit risk stress metrics from internal systems

- Maintain datasets and proactively identify areas for strategic improvement.

- Identify manual interventions in the stress testing process and work with technology to translate these into strategic improvements.

- Build a deep understanding of forthcoming regulatory change, current industry standards, modelling techniques, regulatory requirements and proactively contribute to improving how counterparty credit risk is managed and how stress testing is run in the bank.

- Proactive identification and effective management and/or escalation of conduct risk to deliver key.

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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