RSK-Market Risk
On-siteRisk, Illinois, United States
Job Summary
Execute weekly and monthly stress scenario adjustments for Market, Credit, and Financing Risk domains. Manage comprehensive month-end sign-off processes and handle regional activity updates including MIS and reporting. Perform daily sanity checks on stress data, generate Stressed Current Exposure adjustments, and conduct weekly exposure explain processes. Validate stress batches for scenario metrics, support quarterly regulatory batch validations, and execute stress loss controls checks. Implement data quality processes to resolve breaks and clean existing data while producing weekly management updates and maintaining documentation.
Required Qualifications
- B.TECH + MBA
- B.Sc IT \ CS + MBA
- M.Sc Statistics\ Maths
- M.Sc IT + CFA \ FRM
- 1 - 3 years
- Understanding of stress testing frameworks and risk measures across Market Risk, Credit Risk, and Financing Risk
- Understanding of financial products and stress testing methodologies
- Proficient in Python programming for data analysis and automation
- Proficient in writing SQL/Oracle queries and VBA macros
- Experience with risk management systems (Monju, UDW, CRSAS governance tools)
- Strong analytical skills and attention to detail
- Excellent communication skills both written/verbal
- Strong team player and quick learner
- Experience with stress testing platforms and enhancement projects
- Knowledge of SCE, EEPE, IRRBB, and other stress testing metrics
- Proficiency in business analysis and operational activities
- Experience working with various stakeholders including business, IT, and change management teams
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