Assistant Vice President - Financial Risk Analytics - Financial Services Domain

AVP FR Risk Analytics

Domain: Financial Services

Location: Powai, Mumbai

Employment Type: Full time

JOB PROFILE :

- The job involves the design, development and execution of a product that would enable the benchmarking of the risk-weighted assets of the top global investment banks across various business lines / asset classes / risk categories

- Work in risk management in commercial / investment banks and gain expertise in calculating the RWA across diverse financial instruments

- Understand capital markets products

- Understand Basel 3 framework and the logic around it

Key responsibilities involve :

- Development of the RWA model

- Model each risk for each product

- Determine which products can be analyzed together versus separately

- Identify, research and structure content

- Basel 3 rules for each approach for each risk type

- Constant changes in regulation and implications

- Difference between different regulatory environment (CRD IV versus FED)

- Manage/prioritize workload and meet strict deadlines while working on multiple projects

- Responsible for training new joiners in the team and developing them

- Identifying and highlighting the discrepancies in output to Senior Associates

- Client interactions with mid-level clients through in-person meetings as well as regular interaction over emails

- Delegate responsibilities and supervise the work of team members providing guidance and motivation to drive maximum performance

REQUIRED EXPERIENCE AND SKILLS :

- The successful candidate will have to demonstrate the following skills, experience and attributes likely to have been gained over two to five years relevant experience:

- MBA or post graduate degree in finance, business management, statistics, economics or similar analytical fields.

- Professional certifications like PRM, FRM (GARP) would be an added advantage.

- Strong quantitative skills, an analytical mind and an ability to work with significant amounts of data, both numerical and qualitative

- Responsible attitude and ability to complete tasks in a timely manner

- Prior experience in risk analytics

- A strong degree of independence and self-motivation

- Ability to learn new technical subject very quickly

- Fluency in spoken and written English is essential

- Excellent working skills with MS office tools, especially good at advanced Excel and PowerPoint

- People and Time Management skills

- Attention to detail and high level of accuracy