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AVP - Counterparty Credit Risk Stress Testing
- Be a part of the world's leading bank
- Opportunity to be a part of a new setup with a steep learning curve
About Our Client
Our client is one of the world's top banks with a major market share and rich history. It has a rich foundation and is one of the most sought after banks to work for
In this role, you will:
- Develop detailed documentation and support with the preparation and delivery of a firm-wide stress test
- Conduct and assess stress losses and Risk Weighted Assets & management actions
- Perform/coordinate model testing
- Drive consistency of methodology and assumptions
- Setting the agenda for the Group's firm-wide stress testing and portfolio analytics activities.
The Successful Applicant
- Bachelors/Masters/PHD from a Tier 1 institution with a minimum 4 years of relevant experience and certifications such as FRM, PRM, CFA, CQA shall be preferred.
- Solid background in counter party risk modeling / counter-party deal analytics
- Hands on experience in VaR computation, stress testing and solid understanding of Incremental Risk Charge (IRC)
- Strong understanding of Stress Testing across risk functions
- Coding in Matlab/Python/R or C/C++
Note: Please apply only if you are currently based in Delhi NCR or are open to relocate to Delhi NCR.
What's on Offer
Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.