Sign In
 [New User? Sign Up]
Mobile Version

Stress Testing-Wholesale Credit Risk -Manager

Mumbai, MH
Job Code:
  • Banking & Finance
Applying for this job will take you to an external site
  • Shortlist
  • Email Friend
  • Print

Job Details

If you have a high-level understanding of a banking institution's P&L, balance sheets, and capital management topics, a position as Capital Analytics Manager is the opportunity you have been waiting for. You will be utilising quantitative techniques to evaluate and support the functional risk model to support the analytics of business/portfolio reviews. You will manage and support the quantification of risk appetite and guide portfolio limit setting.To qualify for this role, you need strong project management skills, with a demonstrated ability to deliver end-to-end project execution with minimal supervision, often under significant time pressure.What the Business DoesThis role is based in the Enterprise Risk Management team at the Enterprise Wide Risk division reporting to the Head of Capital Analytics.This Enterprise Risk Management team provides oversight and support to functions on capital analytics related topics such as portfolio analytics, sensitivity analysis and stress buffer allocation.The team is dedicated to the production and delivery of the RBS group reverse stress testing, influencing senior governing committees on the outcome of results.Your ResponsibilitiesAs a Capital Analytics Manager, you will utilise stress testing to support risk appetite limit setting. You will manage concentrations by identifying potential losses, exposure movements and capital requirements at group, country and sector levels for a range of stress scenarios. Your other responsibilities includeImplementation of reverse stress testing methodologies and models, in line with stress capabilities agenda and regulatory changeDelivering developed and parameterised economic scenarios for assessing capital adequacy, and identification of vulnerabilities across the P&L and balance sheetProviding analytics to support business reviews to determine common issues in specific portfolios to identify emerging risksCollaborating with the Head of Capital Analytics and peers to analyse industry and RBS specific data for a deep understanding of credit capital riskSkills you needStrong analytical problem-solving skills in a banking, financial or consulting environmentAbility to break down complex problems into a small number of key issues, articulating novel analyses to resolve each issue, and outsourcing analyses to subject matter experts where necessaryRetaining overall responsibility for the quality and coherence of the resulting problem solution, and synthesising the results together with an understanding of how these can be appliedA good understanding of stress testing, credit risk, market risk, and its processesProfessional experience in risk management or a banking environment
Degree: M.Com. (Commerce) | M.Pharm. (Pharmacy) | M.Sc. (Science) | MA (Arts) | MBA/ PGDM | MCA/ PGDCA

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: 2-6


Audit & Risk | Bookkeeping | Chartered Accountant/CPA | Cost Accounting/ ICWA
Applying for this job will take you to an external site


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