Posted By
Posted in
Banking & Finance
Job Code
368169
Market Risk - FDSF
Role & Responsibilities of the position in brief :
- Analysis and review of scenario results, focusing on understanding behavior of derivative products under scenario conditions
- Satisfy the regulator's scenario requests and other infrastructure and control requirements
- Implementing improvements to stress testing reporting information and developing new stress tests in order to provide effective key risk management information to senior management
- Working with front office and other risk managers to review current portfolio risks and trading strategies in order to develop new scenarios / improve current scenarios to fully address market and other risks
- Contribute in the design and specification of functional improvements to strategic and tactical IT applications used for stress testing.
Skills :
- Looking for someone with strong product knowledge of Rates/FX derivatives like TARFs, PRDCs, barriers, inflation products & expect candidates to understand what drives the risk profiles of such instruments.
- FDSF/stress testing experience is not that critical for this role.
- Also open to look for people with risk methodologies background.
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Posted By
Posted in
Banking & Finance
Job Code
368169