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Credit Risk _ Stress Testing / Assistant Director

8 - 13 years

25 - 37 Lacs

Pune Bengaluru Gurgaon

Posted:2 months ago| Platform: Naukri logo

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Skills Required

Stress Testing Risk Analytics Credit Risk Macroeconomics CCAR

Work Mode

Hybrid

Job Type

Full Time

Job Description

Job Purpose: Review the Bank's current stress scenario design and suggest enhancements and calibration improvements as appropriate. Determine appropriate product bucketing and shocks for each. Work with system teams to implement stress scenarios in Summit and test to ensure correct implementation. Build dashboard to calculate scenario P&L and P&L as percentage of portfolio size; design and build other dashboards and necessary. Document the Bank's stress scenarios from both a calibration point of view and, in conjunction with system team, implementation point of view. Document process for adding new scenarios to Summit. Develop documentation to support optimization of the set of risk metrics used for the investment book. Work with technology team to enhance the calculation of risk analytics for instruments in the investment portfolio. Develop appropriate analytics for new products, such as ETFs, ABS, and work with systems team to support in Summit. Create documentation of analytics methodologies and processes. Work with other teams at IDB to develop tools to analyze P&L. Desired Skills and experience Education: Strong quantitative background with minimum of masters degree. Experience designing and implementing stress testing for trading portfolios at banks. Familiarity with fixed income risk and valuation systems; familiarity with Summit preferred. Knowledge of calculation of basic fixed income analytics. At least 10 years of experience in finance, capital markets, risk management and/or portfolio management with exposure to stress testing and fixed income analytics. Outstanding analytical and problem-solving skills. Strong communication skills, including the ability to draft well-written, coherent analyses and documents for senior management. Behavioral Competencies Analytical Thinking : The ability to analyse complex data and make informed decisions based on the analysis. Problem-Solving Skills : The capability to identify issues and develop effective solutions. Communication Skills : Strong communication skills, including the ability to draft well-written, coherent analyses and documents for senior management. Collaboration : The ability to work effectively with other teams and departments to achieve common goals. Adaptability : The capacity to adapt to changing circumstances and new challenges. Attention to Detail : A keen eye for detail to ensure accuracy in all tasks and documentation.

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Acuity Knowledge Partners
Acuity Knowledge Partners
www.acuitykp.com

Financial Services

London United Kingdom

5001-10000 Employees

396 Jobs

    Key People

  • Nikhil Sinha

    CEO

  • Somnath Chakrabarti

    CFO

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