VP - Stress Testing - Model Development - Investment Banking/Wealth Management Domain

Scouting for seasoned analytics professional with expertise into model development.

Role & Responsibilities :

- The incumbent will be responsible for developing stress testing methodologies on a Global basis and present the scenario results as well as impact analysis to senior management within the organization.

- The incumbent will work in close collaboration with experts across the business across all divisions: Investment Banking, Private Banking, Asset Management and Wealth Management.

- The incumbent will Contribute to the development of PPNR models that would feed into internal risk appetite and limit setting processes.

Requirements:

- Excellent financial/statistical modelling skills with a strong quantitative background.

- Strong knowledge of Investment Banking or Wealth Management.

- Knowledge of statistical packages (such as R) is a plus.