Associate - Stress Test - Investment Bank

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Key Responsibilities:

- Develop and maintain stress testing models and methodologies to assess the impact of adverse market conditions on the bank's trading portfolios.
- Analyze market risk exposures across various asset classes, including equities, fixed income, and derivatives, to identify potential vulnerabilities.
- Collaborate with front office and technology teams to implement stress testing scenarios and integrate them into the bank's risk management systems.
- Prepare and present stress testing results to senior management and regulatory bodies, highlighting key risks and potential mitigation strategies.
- Contribute to the enhancement of risk measurement methodologies, including VaR, Expected Shortfall, and other risk metrics, to improve risk management capabilities.
- Participate in the development of Python-based tools and scripts to automate risk reporting and analysis processes.
Required Skillset:
- Ability to work effectively in a team environment and collaborate with diverse stakeholders.
- Solid understanding of financial markets, risk management principles, and regulatory requirements.
- Bachelor's or Master's degree in Finance, Mathematics, Statistics, or a related field.
- 4-8 years of relevant experience in market risk management or a related area.