FIND YOUR DREAM JOB

Sign In
 [New User? Sign Up]
Mobile Version

Loss Forecasting - Risk Analytics


Source:
TIMESJOBS.COM
Location:
Bengaluru, KA
Date:
09-11-2016
Job Code:
58232084
Categories:
  • Banking & Finance
Applying for this job will take you to an external site
  •  
  • Shortlist
  • Email Friend
  • Print

Job Details

Job DescriptionYou will be reporting to the Head of Capital Analytics and will be have the following broad responsibilitiesSupport risk appetite limit setting by identify potential losses, exposure movements and capital requirementsIdentify and evaluate underlying risk use stress testing frameworks and tools to make risk related decisionsDetermine common issues in specific portfolios in order to identify emerging risksProvide independent review and challenge of stress test resultsIndependently review and challenge the stress test results, focusing on the credibility of the resultsThe Successful ApplicantAs a Successful Applicant, you will have the following qualificationsBachelors/Masters/PhD Degree in a quantitative discipline like quantitative finance, financial mathematics, economics, econometrics, financial economics, statistics etc.5-10 years of relevant experience with solid exposure in the stress testing domainGood understanding of external regulations and their impact on stress test methodologies and business portfolios is criticalPoses significant knowledge of stress testing, and cross-risk disciplines (Market Risk, Operational Risk, etc.)Proven professional experience of developing of tools/techniques using technical skills such as econometrics, statistics & advanced programming skills (SAS/VBA/MATLAB/R)A good understanding of stress testing, credit risk, market risk, and its processesA high level understanding of a banking institution P&L, balance sheet, and capital management topicsStrong communication skills and experience of presenting quantitative topics
Degree: Ph.D. (Doctorate)

Additional Degree: BE/ B.Tech (Engineering)

Experience: 5-10

Requirements

Database Administration (DBA) | Quality Assurance/Testing | Software Engineer
Applying for this job will take you to an external site

FEATURED JOBS

© Copyright 2015 Al Nisr Publishing LLC - powered by Gulf News