Risk Methodology STA


We have a good position with a global financial service company in their Risk Methodologies Group (RMG). Looking for experience either in stress testing methodology or in counterparty exposure modelling.


Define, test, document and implement methodology for stress testing shock scenarios for both  Market risk and Credit Risk

* Creating and maintaining model prototype with respect to the methodology defined above

* Lead the project related to stress testing analytics (STA) including but not limited to system   migration / new implementation.

* Work with Model Validation Group (MVG) to get the stress testing model validated (including any   model change on an ongoing basis)


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