VP - Scenario Modelling Lead - Bank

We have an urgent opening for VP Scenario Modelling Lead for Mumbai location .

- This role offers high exposure to senior management. Moreover the role is within one of the fastest growing and critical areas of the bank. Scenario analysis and macroeconomic scenario modelling are expected to gain even more prominence in the future.

- The Global Stress Testing group is responsible for developing scenario methodology centrally across the group and different legal entities.

- The job entails working on stress testing methodology focused on macroeconomic, market risk and PPNR projections. The results of stress testing would also feed into internal risk appetite / limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.

- The role involves developing and improving existing stress testing methodologies and would involve working closely with Research, Quantitative Strategies, Market Risk teams. This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions

You Offer :

- Solid understanding of stress testing methodology, especially market risk

- Good understanding of complex investment banking products / risks

- Successfully develop / enhance scenario methodology for capturing key basis risks

- Capable of managing and leading a team to deliver results under strict deadlines

- Ability to present complex issues to senior management in a simple way

- Excellent financial modeling skills with a strong quantitative background (degree in finance with quantitative background would be preferred) 7-10 years experience.

- Prior experience of developing stress testing methodology would be preferred but not essential

- Experience of investment banking products and associated risks

- Excellent communication skills (both verbal and written)

Please apply in your CV along with following details :

Total Experience :

Relevant Experience :

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Handling a team of :

Tejashree
+91 22 66848548