Market Risk Stress Testing Specialist

1 week ago

Mumbai, Maharashtra, India beBeeRiskManagement Full time ₹ 15,00,000 - ₹ 25,00,000
Market Risk Associate Job Description

As a Market Risk Associate, you will be responsible for leading the improvement of the stress testing framework.

  • Develop and maintain firmwide Market Risk stress testing methodology, including shock design, documentation, governance, and review.
  • Own the asset class FSI shock Qualitative Model (QM) and relevant governance, partnering with asset class experts and Model Risk Governance and Review (MRGR).

Key Responsibilities:

  • Manage Trading Issuer Default Loss (IDL) submission for quarterly internal Risk Appetite and external regulatory exercises such as CCAR.
  • Verify, analyze, and interpret Trading IDL calculation inputs and outputs, and perform impact analysis based on methodology and regulatory rules.

Required Skills and Qualifications:

  • Bachelor's degree with Minimum 4 years work experience in the financial industry.
  • Strong quantitative and analytical background with existing knowledge of financial markets and complex financial product valuation along with a deep understanding of trading strategies/exposures for one asset class; experience across various asset classes.
  • Knowledge of risk sensitivities on financial products including Option Greeks and an understanding of financial product valuation and explanation.

Benefits:

The ideal candidate will have strong project leadership skills, business writing skills, and communication skills to drive initiatives to completion and lead discussions across multiple stakeholder teams.

  • Proven ability to manage technology that serves as a central repository for stress testing and communicate with systems in each Line of Business.

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