Assistant Vice President - Stress Testing/Wholesale Credit Risk - Banking/Financial Services/Insurance Domain

Role Synopsis :

- Ensure that stress testing is implemented across the group in line with best practice for the purpose of :

(i) Risk management

(ii) Compliance with the Basel II/III regulatory framework and

(iii) Meeting enterprise-wide stress testing needs.

- Ensure that stress testing is executed consistently across three risk types: Market risk, Counterparty risk, and wholesale credit risk.

- The scope of the team is both the trading and banking books.

- People Management: Lead & guide a team of individuals working on various aspects of wholesale credit risk measurement, analysis & reporting

- Strong experience on SAS or Python

- Must have supported stakeholders and regions outside India

- Strong wholesale credit risk domain experience

- Understanding of various credit risk methodology such as PD / LGD / EAD

- Worked on stress testing, test cases, scenarios, test plans