• Vice President/Director - Risk Model Embedding - BFS Jobs in Mumbai,India - 25283545

  • Credence HR Services

Job Description:

- Role offers high exposure to senior management Moreover it is within one of the fastest growing and critical areas of the bank Scenario analysis and stress testing is expected to gain even more prominence in the future

- You will be working with PPNR modelling teams and executing existing stress testing methodologies; and presenting to senior management

- This would involve working closely with Group and divisional teams to understand and provide effective review & challenge of PPNR model results

- This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with creative solutions

- The results of the developed stress testing approaches would also feed into internal risk appetite / limit setting processes

- Thus you are expected to further integrate stress testing results with business decision-making process The role is a high visibility role with key partners ranging from CFO teams, Quant Strats, Senior Management and Regulators

Qualifications

- Should have excellent financial modelling skills with a quantitative background

- Should have deep understanding of stress testing methodology, especially aspects of revenue projections including non-interest income and interest income

- Should have 10+ years experience of having worked in a risk modelling/analytics function (preferably in PPNR, pre-provision net revenue)

- Should have experience of working in one of the programming languages

- Prior experience of developing stress testing methodology would be beneficial

- Strong interpersonal and communication skills (both verbal and written)

- High level of integrity, sense of urgency, attention to detail and quality standards

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 01st Jun 2020

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