Finance Stress Test Associate

5 days ago


Gurgaon, India NatWest Group Full time

Our people work differently depending on their jobs and needs. From hybrid working to flexible hours, we have plenty of options that help our people to thrive.

This role is based in India and as such all normal working days must be carried out in India.

Join us as a Finance Stress Test Associate
- In this key role, you’ll be acting as part of the resource management team
- You’ll be playing a direct role in the allocation of scarce resources to deliver the business plan
- This is a great opportunity to develop a wide network and strong relationships across the bank, as you’ll be joining a collaborative and supportive work environment
- This role is available at associate level

**What you'll do**:
As a Finance Stress Test Associate, you’ll be supporting the production of monthly market risk stress test results and building an in-depth understanding of stress testing methodology. We’ll look to you to stay on top of regulatory developments that drive market risk capital requirements and best practices on market risk stress testing and scenarios modelling.

You’ll also be:

- Creating insightful analytics to explain the drivers of market risk under base and stressed conditions
- Liaising with local technology teams on system developments and making sure the systems are maintained and up to date for the execution of on-demand stress tests
- Managing and supervising the risks in the business area, making sure that mechanisms are in place to identify, report, manage and mitigate risk within defined risk appetite
- Working collaboratively with others and making sure that risk practices and behaviours are consistent with the target risk culture

**The skills you'll need**:
To be successful in this role, you’ll need a degree in a quantitative area or quantitative parts of economics or finance. You’ll have experience in a stress testing or risk management role, with hands on knowledge of the systems used for stress testing and market risk management.

You’ll also demonstrate:

- An understanding of investment banking and trading
- Knowledge of different products that investment banks trade in, their risks and the types of clients they service
- Working knowledge of VaR and SVaR, IRC and RNIVs
- Analytical skills and abstract thinking skills



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