Senior Associate Scenario Generation

Mumbai , India
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Ref: 60749 Contract: Full-Time Posted:

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The Role

If you are an expert in banking, financial markets or consulting, a position asStress Testing Scenario Generation Manager is the opportunity you are looking for. In this role, you will support deep-dive analytical reviews and cross-business/portfolio diagnostic work to identify and evaluate underlying risk.


To qualify for this role you need a high-level understanding of a banking institution's P&L, balance sheets, liquidity and trading books.You should have the ability to break down complex problems into a small number of key issues, articulating novel analyses to resolve each issue.

What the Business Does

This role is based in the Enterprise Risk Management team at the Enterprise Wide Risk division reporting to the Head of Scenario Analysis.

The Enterprise Risk Management team ensures production of fully parameterised macroeconomic scenarios for assessing capital adequacy and testing risk appetite setting for businesses and the bank.

The teamsupports revision and development of an internal stress scenario library through economic research and collaboration with internal and external experts.

Your Responsibilities


As theStress Testing Scenario Generation Manager, you are responsible for utilising analytical expertise across all risk/finance/treasury disciplines to support the assessment and understanding of RBS’s risk profile. Apart from this you are expected to:

  • Support macroeconomic stress scenario design, development and parameterisation through quantitative techniques and qualitative assessment for internal stress tests
  • Support enrichment of regulatory macroeconomic and market risk scenarios for Bank of England and EBA stress tests including parameterisation, narrative writing and interpretation
  • Deliver minimum bi-annual vulnerability assessment undertaken across the bank and businesses, multi-functional (finance, risk, treasury), risk types (credit, market, operational, conduct, pension)
  • Liaise with senior risk/finance/treasury representatives to discuss stress scenario themes, narratives, parameterisation and revise stress test library


Skills you need


  • Extensive knowledge of econometrics within a bank
  • Experience in designing and developing stress scenarios, conducting economic research, implementing complex economic/statistical techniques
  • Stress testing and scenario analysis experience across key risk types (market/credit /operational)
  • Proven professional experience of developing tools/techniques using econometrics, statistics and advanced programming skills (VBA, SAS, R, Python, Matlab, E-View)


Why RBS?


RBS doesn’t just provide you with an exciting work and a generous pay package. We take pride in ensuring your personal and professional development are first & foremost. You will have access to a range of development and learning programs, services and support designed to help you manage and balance your work/life priorities.


Whether its retirement planning, supporting a charity close to your heart or taking care of your well-being, RBS makes sure you are taken care of. For more information on our benefits, please visit our website.


At RBS, our purpose is to serve customers well. We serve around 24 million customers across the globe, and our aim is to consistently meet their needs wherever they find us.  Our ambition is to become the UK’s number-one bank for customer trust, service and advocacy by 2020. Our global workforce is integral to helping us achieve this goal.


With colleagues across 5 main states, and connected across-the-globe by common values and a unified ambition, RBS India delivers vital bank functions that help us offer truly round-the-clock support to our UK customers, and 24/7 banking to our international customers.


RBS welcomes applications from all sections of the community.

Senior Associate Scenario Generation

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