Associate - Counterparty Credit Risk

6 hours ago


Mumbai Maharashtra India, Maharashtra Company Full time

Hi,


Role - Associate/Sr Associate - Counterparty Credit Risk + Stress Testing Framework

Exp - 4 to 7 years

Location - Mumbai


  • Define and implement a comprehensive stress testing framework (mainly for counterparty credit risk).
  • Generation and Analysis of Counterparty credit stress report under various scenarios including Climate risk change for regulatory requirements.
  • Streamlining of scenario execution processes and potential areas of improvement in coordination with respective Methodology, IT and CRM teams.
  • Enhancement of stress testing framework to satisfy various requirements from senior managements and regulators


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