Strategic Stress Manager

2 weeks ago


Bengaluru, Karnataka, India beBeeRisk Full time ₹ 1,50,00,000 - ₹ 2,50,00,000
Job Opportunity

The successful candidate will play a crucial role in executing stress test models for Central & Others, excluding treasury, in the Bank's stress test exercises.

Main Responsibilities:
  • Maintenance, execution, and enhancement of wholesale credit risk and Central and Others items book excluding Treasury models.
  • Bank-of-England (BOE), Internal Capital Adequacy Assessment Process (ICAAP), Resolution Planning, Recovery Planning for the Group.
  • Providing valuable inputs to improve stress testing current processes and own quantitative changes and change requests.
  • Stress testing data sourcing and preparations, methodological calculations, producing quantitative charts and packs, and other related requirements.
  • Delivering high-quality Structured Template Data (STDF) Templates as per the Prudential Regulation Authority (PRA) requirements.
Key Skills:
  • Financial Analysis
  • Stress Testing
  • Credit Risk management
  • External Reporting
  • Effective Communications
  • Project Management
  • SQL
  • Excel
  • Data Sciences

This is a rapidly evolving space, and the role holder must be comfortable with ambiguity and change. The candidate will be involved in the Bank's stress test exercises such as Internal Capital Adequacy Assessment Process (ICAAP) and Bank-of-England (BOE).


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