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Group Stress Testing Senior Risk Manager

Mumbai, MH
Job Code:
  • Banking & Finance
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Job Details

CS's Enterprise Risk Management (ERM) department within the Chief Risk Officer (CRO) division partners with key stakeholders throughout the Bank to strengthen holistic risk coverage and optimize the capital planning process commensurate with the firms risk profile. ERM is building its stress testing and overall risk capabilities to meet an evolving regulatory environment for Group as well as to meet other risk and regulatory requirements across different regions.This role would be part of the Global Scenarios group within ERM, and be based in Mumbai.The successful candidate will be managing two teams of Senior and Junior Analysts that develop quantitative tools to run and analysestress testing results for the group and be responsible to produce scenario results and presentations to the senior management of the team and the department. The key stakeholders are the group head regulator (FINMA) as well as CS Board and Senior Management.This opportunity will support the development of the stress testing framework from an Enterprise risk perspective, including but not limited to This role offers high exposure to Senior Management. Moreover the role is within one of the fastest growing and critical areas of the bank - stress testing. Stress Testing Scenario Analysis and related modeling are expected to gain even more prominence in the future.The Stress Testing group is located in London and Z rich. Expansion is undergoing in the Mumbai hub. The role would be part of a large presence for Group ERM in Mumbai, and will be reporting directly to London and Zrich.The job entails working to distill risk information from the analysis of stress testing results, and apply quantitative techniques to derive tangible implications for business lines and the group. The results of stress testing analysis 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. You Offer... You offerStress testing and scenario analysis experience across key risk types (market risk, credit risk and operational risk) required, with extensive team and project management experience (minimum 12 years)Excellent understanding of risk measurement frameworks across risk types (i.e. market risk, credit risk, operational risk) and/or within risk types (e.g. VaR, Stressed VaR within market risk)Understanding of capital concepts (e.g. available capital, capital deductions, risk-weighted assets) and balance sheet concepts (e.g. leverage ratio)An excellent degree-level education (or equivalent) in a quantititative discipline essentialPost graduate qualifications within a relevant field (MS- Finance, MBA, etc ) and additional certifications such as CFA, FRM, PRIMA preferredRegulatory experience essential
Degree: MBA/ PGDM

Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 12-17


Portfolio/Fund Mgmt | Relationship Mgmt | Risk/Credit/Economic Analyst
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