Manager – Stress Testing

4 - 8 Years

Job Description

1. Experience in credit risk (Retail/wholesale) analytics and financial data modeling to undertake exercises related to stress testing for the bank .
2. Hands on experience in PD, LGD and EAD models and ability to relate it with key performance indicators such as capital and risk.
3. Analyzing and designing models to capture relationships between P&L and balance sheet variables across banking products
4. Will be part of modelling team that build statistical, regression and equilibrium models for key performance indicators of the bank.
5. Managing top down modelling and providing stress test insights for the senior management. This role offers good exposure to senior management and one of the fastest growing areas in stress testing.
6. Ability to manage adhoc requests and quick turnaround. Role requires quick learning and ability to deliver independently
7. Good communication skills and experience in onshore senior management interactions
8. Experience in model building and creating models/results documentation for senior management

Salary: Not Disclosed by Recruiter

Industry:KPO / Research / Analytics

Functional Area:Analytics & Business Intelligence

Role Category:Analytics & BI

Role:Analytics Manager

Employment Type:Permanent Job, Full Time

Key Skills

Desired Candidate Profile

Please refer to the Job description above

Company Profile

Asterion Consulting Pvt. Ltd
Hiring for MNC Bank in Bangalore
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Contact Company:Asterion Consulting Pvt. Ltd

Reference Id:AST_Stress Testing