Assistant Vice President - Stress Testing/Balance Sheet Analytics - BFS (6-12 yrs)

We have an opening with a leading financial service company for Assistant Vice President, Stress Testing.

Looking for someone who has exp in Stress Testing /Balance sheet analytics with python exp

Required Exp- 6 Yrs +

Job Location - Bangalore

Required Qualification - MBA Finance/CA FMS, IFMR, Economist. or FRM /CQF/CFA

Required Skill -

- Strong in Balance sheet Analytics

- Analytics Quantitative analytics

- Forecasting /Balance Sheet Analysis /Quant Finance

- PNL/RWA

- Strong stress testing

- Strong Python

- Credit Risk analyst

- RWA Analysis

- Stress testing Analysis with coding in python

Principal responsibilities

- Work as part of the Global SP & ST team to help deliver exercises such as the PRA SST, GIST, RST and CBES as well as any additional ad hoc requests from senior management.

- Support in developing analytical tools to provide insights into the bank's performance under stress.

- Develop programs in Python / R that support the various stress test exercises.

- Involve succinctly summarizing approach and outcomes of analysis, including any key assumptions and/or limitations.

- Involve use of the main data systems related to stress testing and exposure to related systems and platforms will be an added advantage.

- Extract data from the main data systems for use in analysis, and be involved in data preparation, data management, and analysis.

- Support preparation of review and challenge papers for senior stakeholders