Job Responsibilities:  Our client is in the process of aligning itself to a new regional legal entity focus which complements its existing global product focus. Strategic Risk Management (SRM) department within Chief Risk Officer (CRO) division partners with the business units to manage market risk. SRM is increasing its presence in New York to address significant increased demand on its resources from the new legal entity focus.  - 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 scenariorequirements   - 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)  Candidates Profile:  - 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 would be an advantage but not essential

Mumbai

Strategic Risk Management 

Strategic Risk Management  ,Job Description for Strategic Risk Management  in Antal International Network in  Mumbai for (0-3) years of experience. Apply Now!

Job Description for Strategic Risk Management  in Antal International Network in  Mumbai for (0-3) years of experience. Apply Now!