Location
Mumbai | India
Job description
Responsibilities :
- End-to-end analysis and reporting of all market risk measures and provide detailed & meaningful commentary of metrics to senior business stakeholders .
- Analyse and report market data quality metrics for risk factors and scenario data relevant for risk/sensitivity calculations and improve transparency for risk management. Wherever possible, automate process and regular analysis including preparing ad-hoc charting of time series data to improve processes which help in reduction of operational risks
- Provide analysis to support the calibration of models
- Work in partnership with key stakeholders and programs to define business solutions that deliver requirements.
- Responsible for timely resolution of ongoing regulatory and industry group outcomes and other events on business requirements.
- Provide direction and oversight to business analysts developing functional specifications that meet business requirements
- Work effectively in and leading working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met.
Experience and Skill Set :
- Experience in market risk implementations, experience in similar regulatory capital calculation implementations preferred.
- Strong understanding on front to back systems, data, calculations and processes in generating market risk capital within an Investment Banking environment
- Good understanding and experience in calculation and application of risk sensitivities, VaR and other market risk capital methodologies.
- Strong knowledge and/or experience in FRTB regulations
- Effective stakeholder management, experience in facing senior business stakeholders, and ability to engage with quantitative experts.
- Other business analysis and project management competencies:
- Track record of sourcing and defining clear and comprehensive requirements
- Excellent analytical and problem-solving skills
- Strong attention to detail and accuracy and timeliness of delivery
- Independent and able to work with little supervision
- Ability to communicate successfully (written and verbal)
Professional qualification (e.g. CFA, MBA, CA, risk certification) preferred
Skills Required : Market Risk, business analysis, project management, FRTB, run the bank
Education/Qualification : Bachelors
Experience : 8 to 12 Years
Job tags
Salary
