Market Risk Portfolio & Stress Testing - Investment Bank - IIT

IIT freshers for Market Risk Portfolio & Stress Testing

We have openings for IIT Freshers for Market Risk Portfolio & Stress Testing with one of the leading investment banks in Gurgaon.

Job Description :

Designation : Risk Analyst

Location : Gurgaon

Overview :

Qualifications :

Preferred :

- B Tech or B tech + M Tech Dual degree, from Mathematics & Computing background with a CGPA of 8

Technical Skills & Knowledge :

- End to end involvement in regulatory and internal stress testing

- Enhanced governance around the stress testing process, for e.g. risk factor specifications as per regulatory requirement

- Systematization of the stress testing processes

- Attestation/reconciliation of data sources for stress testing, enhanced process documentation/audit trail

- Stress results generation and explain in coordination with risk managers

- Continuous dialogue with risk managers and other stakeholder to ensure that the analyses serves their needs

- Economic Capital explain / results production

- Daily analysis of portfolio level risks, stresses and emerging risks

- Excellent analytical and problem solving skills.

- Proven interest in Financial Markets and products

- Strong Microsoft EXCEL skills, including VBA