Role : This role will lead India team for all capital & stress testing requirements. The role will build a close relationship with both the broader risk and business functions and will be part of a team with a collaborative, supportive, and sociable culture, that encourages idea sharing. This is a key role in managing the various regulatory and internal submissions around capital sign-offs and scenarios analysis for NatWest Markets trading & banking book portfolios. What the Business Does : The business is responsible for stress testing model development, execution, step change in stress testing capability to meet the banks and the regulators rising expectations, enhanced and integrated view of risk through the capital lenses and centres of excellence in stress testing and economic capital which will provide better understanding of our risks and support business decision making. The Role is in NatWest Markets Risk India and will report to Head of NWM Risk India. Your responsibilities : As VP - Capital & Stress Testing your key responsibilities will be: - End-to-end execution of all internal risk mandated scenario analysis including designing scenarios, risk factor expansion and full revaluation of trading & banking book positions. - Will be responsible for providing 2nd line oversight to 1st line stress testing and leading. - Ensuring accurate RWA estimation for market risk and counterparty credit risk for Pillar 1 and Pillar 2 submission. - Work closely with broader risk function & front office reviewing trade proposals from RWA and stress testing perspective and making recommendation or approval. - Steering technology change projects related to underlying infrastructure & models. - Designing and implementing stress testing and capital policies and framework. - Develop and maintain a suitably flexible team structure and approach that is able to adapt to changing priorities, including ad hoc requirements and inquiries (both internal and external (e.g. regulatory)) and when business continuity plans are invoked. Skills you will need : - The role requires a broader understanding of traded risk - including an understanding of rates, FX, credit asset classes product profiles and regulatory directives that govern the business activity. Proven track record in data has driven analysis and statistical/stochastic modeling. - As the lead for India team should be able to effectively provide technical, execution & operation guidance to various sub-functions. This requires an ability to understand the bigger picture & gain technical insight to act as an effective advisor. - Masters/Ph.D. in numerate disciple is required, prior experience in leading a sub-function in the quantitative area/market risk is essential.

Gurgaon/Gurugram

Vice President - Market Risk/Capital & Stress Testing - Bank 

Vice President - Market Risk/Capital & Stress Testing - Bank  ,Job Description for Vice President - Market Risk/Capital & Stress Testing - Bank  in Black Turtle in  Gurgaon/Gurugram for (8-12) years of experience. Apply Now!

Job Description for Vice President - Market Risk/Capital & Stress Testing - Bank  in Black Turtle in  Gurgaon/Gurugram for (8-12) years of experience. Apply Now!