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13/02 Priyanka S
Recruiter at hCapital Business Consulting Private Limited

Views:5948 Applications:401 Rec. Actions:Recruiter Actions:74

Stress Testing Role - Investment Bank (2-9 yrs)

Mumbai Job Code: 540987

- Stress testing primary purpose is to ensure that all material risk concentrations are understood and consistent with the Firms risk appetite and business strategy

- Stress testing is carried out on a regular basis to ensure that the Firm has sufficient resources to continue to do business in the event of a severe downturn scenario beyond the reach of VaR/Economic Capital

- Analysis and review of scenario results, focusing on understanding behaviour of derivative products under scenario conditions; especially traded credit/spread products

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

- Working with front office and other risk managers to review current portfolio risks and trading strategies in order to develop new scenarios / improve current scenarios to fully address market risks

Overall consolidation Reporting : monthly / quarterly to senior management and regulators

- Satisfy the regulators scenario requests and other infrastructure and control requirements

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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