Designation:Head - Stress Testing - Investment Bank
Company Name:A leading Global Investment Bank
Key Skills: #Investment Banking #Risk Management #Banking #Market Risk #Credit Risk
Sector: Banking,Financial services,Insurance
Industry Vertical: InvestmentBanking
Functional Area: Wealth Management
Experience: 10-16yrs
CTC: -Lacs
Location: Mumbai,
Job Posted on: 11-04-2016
Prefered Level: Middle
Job code: IB
Job Description:
Head the Stress Testing unit for Global Risk out of Mumbai. The team is tasked with stressing the portfolio and trying to ascertain possible loss and accordingly communicating it to the CRO office - Stress Scenario definition and scenario implementation for possible loss making scenarios - Talking to various stakeholders across trading, research and risk and ascertain the market impact of such a potential loss making scenario - Implement the finalized scenario on the proprietary quant library and run it for various portfolios - Managing the work flow for the team for running global scenarios - Work on key initiatives like FED CCAR, General Significant Wrong Way Risk and ICAAP from time to time that the regulator(PRA and JFSA) may require - Monthly reporting for market risk and counter party credit risk by setting it up on internal stress systems and then reporting it to senior management
Company Profile:
A leading Global Investment Bank
Additional mail id:
Contact Details:
Company:sigmasix consulting services
Contact Person:sanvi
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