Analyst/Senior Analyst - Market Risk Management - Investment Bank

We are hiring for Market risk/ Counterparty credit risk role with a leading investment bank.

Exp : 1-5 yrs - Analyst/ Sr. Analyst - Market risk Management

Location : Mumbai/ Hyderabad.

Role & Responsibilities :

- Analysis of changes in portfolio Market Risk Metrics including VaR, IRC and measure hedge efficiency of the portfolio.

- Responsible for Time series update across different asset classes to support VaR calculations

- Monitoring the movement in VaR due to market data set updates and detecting potential Spikes/Unusual moves in data

- Provide daily risk sign off on drivers and limits on MR RWA for xVA Trading Desk In collaboration with Risk team.

- Liaise with Traders to identify key risks and monitor risk exposures, understand the factors that steer the risk.

- Perform risk analysis, quality controls and sign-off for CCAR and weekly full-reveal SFRC results.

- Managing several critical reporting and governance routines for stakeholders such as external regulators and internal risk managers.

- Liaising closely with the business and other support functions to ensure risks are within firms risk appetite and correctly captured.

- Interface with stakeholders like IT/Risk Managers/Methodology team, and document processes and procedures.

- Develop new reports and analyses to support accurate stress testing results.

- Assist in the setup, configuration and implementation of new and upgraded risk management systems.