VP - Stress Testing/Scenario - Investment Bank

We have an Exclusive Job Opportunity for a Vice President Level with a leading Investment Bank at Mumbai Location.

Please find below the Job Details :-

1. Solid understanding of stress testing methodology, especially market risk

2. Good understanding of complex investment banking products / risks

3. Successfully develop / enhance scenario methodology for capturing key basis risks

4. Good experience is required on Scenario Modelling, Scenario Analysis, stress testing, macroeconomic scenario modelling.

5. Responsible for developing scenario methodology centrally across the group and different legal entities.

6. Knowledge on CCAR and PPNR.

7. The role involves developing and improving existing stress testing methodologies and would involve working closely with Research, Quantitative Strategies, Market Risk teams.

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

9.Excellent financial modeling skills with a strong quantitative background (degree in finance with quantitative background would be preferred) 7-12 years- experience.

- Preferring candidates from IB domain.

- Preferring tenured AVPs.