MR -Stress testing CCR

We have a good position with a global financial service company in their Risk management division. Looking for experience in Stress Testing for Counterparty Credit Risk..

Role & Responsibilities:
The role is for the Stress Testing function for Counterparty Credit Risk, main responsibilities are listed below.

• Define and implement a comprehensive stress testing framework (mainly for counterparty credit risk).
• Generation and Analysis of Counterparty credit stress reports under various scenarios for internal risk management as well as regulatory requirements.
• Streamlining of current processes and proposals around areas of improvement working in coordination with other teams like Methodology, IT and Credit Risk Management.
• Project management (scheduling, task control, issue management and quality control etc.)
• Design and optimise processes in VBA, SQL and Python.
• Orientation to detail and ability to navigate in a quickly changing and high demanding environment while balancing multiple priorities.
• Develop new stress testing framework to satisfy various requirements from senior management or regulators from time to time.

 

 

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