MR -Stress testing CCR
- Employer
- Join Hands HR Consultancy Pvt Ltd
- Location
- Mumbai Central, Konkan (IN)
- Salary
- Open / Negotiable
- Closing date
- Oct 5, 2019
View more
- Job Function
- Banking, Brokerage, Corporate Finance, Credit Analysis, Economics, Fixed Income Research: Buy Side, Fixed Income Research: Sell Side, Hedge Funds, Risk Management
- Industry Sector
- Asset Management, Brokerage, Business or Knowledge Process Outsourcing (BPO / KPO), Commercial Bank, Credit Union, Private Bank, Savings & Loan, , Credit Rating Agency/Bureau, Investment Bank
- Certifications
- Passed CFA Level I, Passed CFA Level II, Passed CFA Level III (Charter Pending), CFA Charterholder
- Employment Type
- Full Time
- Education
- Masters
Job Details
We have a good position with a global financial service company in their Risk management division. Looking for experience in Stress Testing for Counterparty Credit Risk..
Role & Responsibilities:
The role is for the Stress Testing function for Counterparty Credit Risk, main responsibilities are listed below.
• Define and implement a comprehensive stress testing framework (mainly for counterparty credit risk).
• Generation and Analysis of Counterparty credit stress reports under various scenarios for internal risk management as well as regulatory requirements.
• Streamlining of current processes and proposals around areas of improvement working in coordination with other teams like Methodology, IT and Credit Risk Management.
• Project management (scheduling, task control, issue management and quality control etc.)
• Design and optimise processes in VBA, SQL and Python.
• Orientation to detail and ability to navigate in a quickly changing and high demanding environment while balancing multiple priorities.
• Develop new stress testing framework to satisfy various requirements from senior management or regulators from time to time.
Company
One of the India's leading placement firm.
- Location
-
Suite 4905-08, One Exchange Square
8 Connaught Place, Central
HKG
HK
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