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Group Stress Testing Senior Risk Manager


Source:
TIMESJOBS.COM
Location:
Mumbai, MH
Date:
06-11-2016
Job Code:
58231054
Categories:
  • Banking & Finance
Applying for this job will take you to an external site
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Job Details

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 Appetite metrics as part of the firms 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 that may be required by senior committees Recovery Scenarios (qualitative storyboard and quantitative calibration) and triggers (both P&L and capital) as part of Recovery and Resolution Plan (RRP) and Reverse stress testing framework 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 Project managing cross-functional (e.g. Finance, Treasury, Risk etc.) inputs required from subject matter experts across the firm to meet above deliverablesThis 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 offer Stress 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

Requirements

Claims/Collection Mgmt | Portfolio/Fund Mgmt | Risk/Credit/Economic Analyst
Applying for this job will take you to an external site

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