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NatWest Services

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4.0

based on 1 Review

122 NatWest Services Jobs

Risk Stress Testing Senior Analyst

National Westminster Bank (NatWest)

4.0

based on 1 Review

1-3 years

Gurgaon / Gurugram, Bangalore / Bengaluru

1 vacancy

Risk Stress Testing Senior Analyst

NatWest Services

posted 11hr ago

Job Role Insights

Key skills for the job

Private Banking Investment Banking Quality Assurance Analytical Chemistry Risk Management Risk Analysis

+ 3 more

Job Description

Join us as a Risk Stress Testing Senior Analyst

You ll be working with the second line of defence (2LOD) across trading and non-trading business activities in NatWest Markets (NWM)
We ll look to you to actively consider and monitor the inherent, material risks of the business and conduct suitable assurance to ensure compliance with policies and responsibilities
This is a great chance to establish and deploy robust risk and control frameworks that meet the strategic needs of NWM, including communication, training and awareness
We re offering this role at senior analyst level

What youll do

NWM is the investment banking division of our Group with branches and trading activities located worldwide. As part of the Traded Risk Capital team, you ll be involved in the processes related to calculating market risk imposed by the regulator, ensuring charges are calculated in accordance with Market Risk Policy and using the approved methodology.

We ll look to you to be responsible for the weekly summary of market risk metrics including VaR, SVaR, IRC and CVA with a detailed explanation of drivers of various components.

You ll also:

Be responsible for the monthly capital sign-off for market risk and quarterly analysis for Pillar 3 disclosures
Present the analysis in wider forums as our team s representative
Follow the required process maps and ensure accuracy and timeliness of deliverables
Raise and drive issues related to deadlines, data quality and system limitations independently
Educate wider market risk community about capital, and continuously update them with any regulatory or internal changes impacting capital methodology
Provide analysis of capital attribution on ad hoc and BAU basis including monthly signoffs

The skills youll need

To thrive in this role, you ll demonstrate deep understanding of financial products and sources of risks for an investment bank trading and banking book portfolio. You ll bring an understanding of Basel guidelines, VaR methodologies and Stress Testing exercises. An excellent academic background with graduate or post graduate degree along with having certifications like FRM, CFA will be advantageous.

You ll also have:

One to three years of experience in a Risk management area of a global bank
A strong analytical or numerical background which can be applied to credit and market risk analysis
The ability to work in strict timelines and cope with a fast moving environment
Excellent communication and presentation skills

Employment Type: Full Time, Permanent

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