• Credit Suisee - Risk Modeler - Stress Testing Jobs in Mumbai,India - 25309541

  • Credit Suisse
  • Save Job
  • 3 - 7 Years
  • Posted : above 1 month

Job Description:

We Offer

- Develop and improve current stress testing framework and methodology and ensure they are aligned with regulators and appropriate for internal risk management

- Actively participate in the Model Validation work to improve current stress testing methodology in particular CCAR

- Driving Regulatory framework changes relating to Stress Testing; working closely with Business and Senior Management to ensure fit for purposes methodologies for key portfolios of interest

- Design methodology to calculate scenario exposure for both the trading and banking books in the context of LPA, ICAAP, and IWST

- Manage key partners (eg Senior Management, Credit Risk Managers, and Enterprise Risk Management) by answering their requests, assuring an efficient cooperation within different departments, maintaining a strong communication and by explaining at a suitable level movements and drivers of the various models and approaches used within Counterparty Credit Risk

- Support the strategic scenario infrastructure initiative; define and document business requirement for counterparty credit risk stress testing for strategic implementation

The new hire should be able to communicate the risks of a trade or a portfolio in a clear and concise manner (both written and orally) Key clients of the Scenarios Execution team are Credit Risk Management (CRM), Front Office and Regulators We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products

You Offer

You able to demonstrate the following qualifications and competencies

- You have strong technical skills, deep knowledge of credit risk and derivative products with relevant banking/financial products experience

- You have Bachelors- or Masters degree in quantitative or relevant discipline preferred

- You have deep understanding of external regulations and their impact on stress test methodologies and business portfolios

- You have knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++, etc) is an advantage

- You have good analytical skills, problem solving skills in a banking, financial markets or consulting environment

- Strong communication skills in verbal and written, with an ability to explain analytical issues and synthesize complex analyses in a form that is appropriate for management interactions

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 03rd Jun 2020

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