Scenarios Analysis - Investment Bank

- Preparation of scenario analysis presentations for senior management, the Board and Regulators. FINMA stress testing requirements including: Risk identification process and monitoring, Analysis of Regulatory Scenario results, and preparation of regulatory submissions.

- Scenario-based Risk metrics as part of the firm's Risk Appetite Statement, including: Stressed capital (capital resources, capital requirements and capital ratios), earnings, and leverage ratio, and including the design of appropriate stress testing methodology

- Ad-hoc internal stress scenario analysis e.g. Scenario Design Working Group, forward looking scenarios that may be required by senior committees

- Monthly/quarterly assessment of the firm's adherence to stressed capital, earnings and leverage metrics in the Risk Appetite Statement. Liaise with front office, Capital Management Group and other stakeholders to identify and evaluate mitigating actions where required

- Liaise with cross-functional areas (e.g. Finance, Treasury, Risk etc.) and subject matter experts across the Bank to meet above deliverables

An excellent degree-level education (or equivalent) in a quantitative discipline (Finance, Business, Economics, Applied Math)

Post graduate qualifications within a relevant field (MS- Finance, MBA, etc) and additional certifications such as CFA, FRM, PRIMA advantageous

Stress testing and scenario analysis experience across key risk types (market risk, credit risk and operational risk) preferred (about 2 years)

Understanding of risk measurement frameworks across risk types (i.e. market risk, credit risk, operational risk) and within risk types (e.g. VaR within market risk) preferred, but not essential

Regulatory experience would be an advantage, but not essential

Exp- 5-10 yrs

Location: Mumbai