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Manager Client Delivery at Enigma Human Capital
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Senior Vice President - Stress Testing - Financial Institution (10-18 yrs)
The successful candidate will need to accomplish the following core tasks:
- Help to design new stress scenarios and to keep relevant existing stress scenarios, as external conditions evolve and to ensure that the material CS risks are fully captured.
- Develop stress scenarios using quantitative expansion models.
- Supplement the use of quantitative expansion models with qualitative expert judgement which references stress events that have occurred in the past and brainstorms how the markets/economy may potentially react in the future.
- Drive syndication and agreement on stress scenario assumptions with the CS Research fraternity and with CS risk managers across all the asset classes.
- Help ensure stress scenarios remain relevant by writing regular high quality updates on emerging external risks.
- Help support P&L Impact Analysis of the Scenario calibration to the CS Risk profile
You Offer
- An excellent understanding of economics and economic data sources.
- A strong quantitative background, such as a degree in economics and/or finance.
- Some understanding of traded, banking book and credit risks, most likely gained through working in a risk function in a financial institution.
- Experience writing forward-looking analysis of the economy and the markets.
- Experience in translating macro-economic concepts into plausible risk factor shocks.
- Some post-education experience in coding in VBA or R.
- Excellent communication skills, both verbal and written.
- A good knowledge of statistical and data base packages.
- Some experience managing junior members of a team.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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