We are looking out for someone who is having strong exposure on Counterparty Credit Risk Management, Exposure analysis, Potential Future Exposure, Expected Positive Exposure,Expected Shortfall for a leading investment bank at gurgaon.
Following are the responsibilities to be fulfilled-
- Supporting the execution of budgetary and strategic planning cycle stress testing and regulatory stress tests (PRA, EBA etc.)
- Delivering Stress Testing Execution across all functions and disciplines as required, including; Retail, CCR, PBIL, Securitisation, with primary focus on Wholesale.
- Independent monitoring and control function for stress testing output across Banking Group.
- Operating within the Group Policy Standard for the Stress Testing Policy Standard as part of identify and managing our Firm Wide Risk.
- Interacting with the Business to improve their understanding of their roles and responsibilities in terms of Stress Testing
- Support the Head of Stress Testing Execution to embed the Stress Testing Centre of Excellences (COE)
- Provide support in setting the agenda for the Group's firm-wide stress testing and portfolio analytics activities.
- Driving Regulatory framework changes relating to Stress Testing; working closely with Business and Senior Management to ensure fit for purposes methodologies for key portfolios of interest.
- Work in close collaboration with regulators to determine wholesale stress test requirements to meet prescribed methodologies and model requirements; act as point of contact with regulatory supervisory teams for Stress Testing Execution.
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