Stress Testing Implementation
6 days ago
**Stress Testing Implementation**:
- From 2 to 6 year(s) of experience
- ₹ Not Disclosed by Recruiter
- Mumbaior
**Roles and Responsibilities**
Roles and Responsibilities
**1) Implementing Shocks of various scenarios in Front Office Systems**
a. Understanding of various asset classes such as Rates, FX, Equity, Commodity, Credit
b. Understanding of Front Office systems and valuation of asset classes
c. Attention to Detail
**2) Validation of implemented Shocks**
a. Understanding of Greeks for various asset classes
b. Ability to quickly turn around on deliverables
c. Ability to answer queries from Audit or MVG
**3) Investigation of pricing failures and missing trades**
a. Good Communication skills to clearly explain the issue to Quants/Front Office to find a resolution
b. Knowledge of various derivative products is required to provide preliminary
investigation to Quants
**4) Controls & Monitoring**
a. Continuously improve controls on the current processes to reduce Operational Risk Events
b. Innovate & automate processes to reduce time & effort
c. Raise any new risks identified in the implemented processes to management promptly
- Role:_Asset Operations
- Salary:_ Not Disclosed by Recruiter
- Industry:_Investment Banking / Venture Capital / Private Equity
- Department:_BFSI, Investments & Trading
- Role Category:_Banking Operations
- Employment Type:_Full Time, Permanent
- Key Skills- Investment BankingVBADerivative Productscredit riskmarket riskStress TestingPythonEducation
- PG:_MBA/PGDM in Finance
**Company Profile**:
SKILLVENTORY
- RPO- Recruiter Name:_Aayushi Shah
- Contact Company:_SKILLVENTORY
- Telephone:_
+91-XXXXXXXXXX
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