Stress Testing Role - Consulting Firm

Stress Testing

Our client is one of the leading consulting firms which provides industry focused services for clients across geographies. We are currently looking for a skilled professional to join their Model Validation Team in Mumbai.

Some of the key responsibilities will include:

- Analysis and review of scenario results, focusing on understanding behavior of derivative products under scenario conditions.

- Implementing improvements to stress testing reporting information and developing new stress tests to provide effective key risk management information to senior management.

- Working with front office and other risk managers to review current portfolio risks.

To be eligible for this role you will require:

- Knowledge of Derivatives products (including exotics) Markets, Economics.

- 3 - 5 years of experience in Market Risk/Stress testing, preferably on the fixed income side on trading/risk management.

- Masters (MBA preferred).

- Excellent oral and written communication skills.