Posted By
Posted in
Banking & Finance
Job Code
518124
We are hiring Assistant Manager/Manager-Stress Testing for one of the renowned shared center for Bangalore Location.
Role Context/ Responsibilities
- The role involves engaging and reporting to onshore sites.
- This role sits in (i) Wholesale Credit and Market Risk (Group), (ii) Traded Risk team, (iii) Stress Testing team.
- This role sits at group level and covers a large scope of risks, stakeholders and geographies.
- This position acts as subject matter expert on Stress Testing and must meet expectations of high standards for delivery to senior management and regulators.
- This position has also a significant exposure throughout the Group because it is responsible for providing guidance to regional stress testing team.
- Ensure the appropriate controls are in place in the stress testing production process
- Analyse stress testing results, create efficient risk management reports as an input to monthly risk management committees
- Work with onshore teams to optimise existing processes
Activities undertaken include :
- Management and monitoring of counterparty and market risk limits in trading system
- Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators
- Management of market data and generation of risk model parameters such as VaR, PFE, EEPE
Review, validation and improvement of risk calculation and management models
- Collation of Risk related MI and preparation of Stress Testing and Back testing governance committee packs
Abhilasha Singh| Talent Scout-1
Winfort
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Posted By
Posted in
Banking & Finance
Job Code
518124