Associate, Market Risk Stress Testing

  • Company:
    Royal Bank of Scotland
  • Location:
  • Salary:
    negotiable / month
  • Job type:
    Full-Time
  • Posted:
    2 weeks ago
  • Category:
    Banking

Skill: production , cem , problem solving , planning; Exp: 4-6 years; Associate, Market Risk Stress Testing Gurugram, Haryana, India Contract type Full-Time Job ref 76170 Date listed 23/05/2018 Closing date 06/06/2018 The Business The Role The role will be responsible for production, analysis and delivery of integrated market risk trading and banking book stress test, driving and taking key ownership for key regulatory stress test -Bank of England Stress test / EBA Stress test / ICAAP. He/she will perform detailed portfolio Analysis using Risk Metrics to help senior management with Stress Test results will analyse Market trends and stories and assess the impact on the portfolio in normal and stressed conditions and help with weekly and monthly summary of RWA impacts with details explain of drivers of various components. What the Business Does The Role is in NatWest Markets – Market Risk and will report to Market Risk Portfolio, Stress & Capital India Team Lead Your Responsibilities As an Associate your key responsibilities will be Participation in end to end stress testing and scenario analysis. Be a Subject matter expert for trading book Stress test. Identify any macroeconomic / event risk and help in developing stress for same. Help in stress scenario generation and risk factor expansion using Quantitative tools. Coordinate with risk managers to generate and analyse stress results Coordinate and produce the weekly and monthly stresses Support with BAU and Ad-Hoc regulatory deliverables Daily analysis of portfolio level risks, stresses and emerging risks Daily escalation of emerging risks market risk exposures, and explaining what drives the changes Continuous dialogue with risk managers and other stakeholder to ensure that the analysis serves their needs Together with market risk managers set and maintain threshold levels above which a change in exposure needs to be analysed Deliver weekly analysis on Group limit utilizations and risks sensitivities Analyse daily, weekly VaR, Stress and other portfolio metrics. Escalation an essential deliverable. Skills you Need Good bachelors level degree in a quantitative subject with 4 to 6 years of experience Strong Microsoft EXCEL skills, including VBA Excellent analytical and problem solving skills Proven interest in Financial Markets and products Understanding of Market risk for at least 1 asset class area ( Currencies/ Rates/ Credit / CEM) . Good understanding of Derivatives princing and Greeks. Statistics & Econometrics tools knowledge. Why RBS? RBS doesnt just provide you with an exciting work and a generous pay package. We take pride in ensuring your personal and professional developments are first and foremost. You will have access to a range of development and learning programs, services, and support designed to help you manage and balance your work/life priorities. Whether its retirement planning, supporting a charity close to your heart or taking care of your well-being, RBS makes sure you are taken care of. For more information on our benefits, please visit our website. At RBS, our purpose is to serve customers well. We serve around 24 million customers across the globe, and our aim is to consistently meet their needs wherever they find us. Our ambition is to become the UKs number-one bank for customer trust, service, and advocacy by 2020. Our global workforce is integral to helping us achieve this goal. With colleagues across 5 main states, and connected across-the-globe by common values and a unified ambition, RBS India delivers vital bank functions that help us offer truly round-the-clock support to our UK customers, and 24/7 banking to our international customers. RBS welcomes applications from all sections of the community.

Production/Manufacturing/Maintenance

Degree: 

Experience: 4-6

Function: Production / Maintenance / Service Engg. / Manufacturing / Packaging