Taurus Search · 2 weeks ago
Vice President Market Risk Capital Management
Taurus Search is seeking a Vice President for Market Risk Capital Management. The role involves designing and implementing market risk stress testing scenarios and staying updated on market trends and emerging risks to enhance the firm's stress testing framework.
Responsibilities
The candidate will be part of the Market Risk Stress Scenario team, which focuses on the design and implementation of market risk stress testing scenarios
Key member in the process of both internal and regulatory stress testing scenarios
The role also involves staying updated on market trends, emerging risks, and macroeconomic themes to enhance the Firm's stress testing framework continually
Design the process of stress testing scenarios including the setting of standards, effective challenge of scenario narratives, risk capture and stress loss drivers
Qualification
Required
6+ years of experience working in a market risk or scenario design role within a major banking institution
Strong knowledge of market risk concepts (VaR) and experience working across asset classes
Technical Skills: Python, VBA, Excel