Senior Manager, Stress Testing

Job Summary
• Deliver on the Credit Risk, Balance Sheet & Income Statement projections for the Enterprise-wide Stress Testing(EST) exercises
• Carry out the movement analysis & write-ups for credit risk & BS/IS metrics
• Ensure compliance to EST procedures, methodologies, and controls.
• Manage all governance related aspects of the execution of stress testing
• Drive process improvements and best practices for more efficiency and productivity
• Support development and maintenance of underlying models to enhance stress testing methodology.
• Deliver adequate documentation on stress testing methodology subject to management, model validation, audit& regulatory scrutiny.
• Deliver on the operational risk framework for the stress test process.

Qualifications
• CA or Graduate + MBA (Finance) from a reputed institution.
• Good understanding of Balance Sheet/Income Statement accounting and/or Credit Risk concepts.
• Inquisitive and strong inclination towards learning more about Stress Testing / Regulatory reporting.
• Knowledge of MS Excel
Skills and Experience
• Exceptional written / verbal communication skills – In this role you are expected to communicate withstakeholders across different levels of seniority.
• Flexible and adaptable; able to work in ambiguous situations independently.
• Display a methodical & meticulous approach to problem solving and root cause analysis
• Be a team player and able to work collaboratively with others
Desired skills
• Knowledge of Python or equivalent software packages for data analysis
• Knowledge of data visualization tools like Tableau / Power BI
• Knowledge of IFRS9 Regulation