Associate/AVP/VP - Market Risk

Market Risk - Associate / AVP/VP

- Calculation of model based market risk regulatory capital and the performance of analyses to satisfy regulatory requirements on capital, reporting, disclosures and audits

- Conducting capital impact analysis to facilitate the management of the Firm's capital needs.

- Calculation of internal risk based market risk capital and stress tests for the Firm's internal capital adequacy assessment process .

- Attribution of Firmwide internal risk based capital and regulatory capital across all risk areas (market, credit & operational) to individual business units as well as the performance of trend/change analysis to facilitate balance sheet planning .

- Portfolio P&L back-testing, hypothetical portfolio back-testing and empirical tests of the VaR models used for capital calculations, as required by the regulators .

- Performing analysis to facilitate the application of regulatory approval of Value-at-Risk based capital treatment

- Calculation, analysis and reporting market risk of legal entities, business units and individual portfolios .

- Analysis and validation of market data and positions used in the calculation of market risk measures and reporting its impact .

Job Specification:

- Strong numerical skills. At a minimum a master in finance or other scientific area.

- The candidate should have minimum 5 years of relevant experience.

- Proven problem solving ability and control mentality. Detail oriented.

- Appreciation and understanding of risk measures, market data and system flows.

- Ability to contribute to thought leadership.

- Ability to train members in the team and drive implementation strategy and change

- Desire and ability to communicate complex issues/ information directly with senior management.

- Ability to communicate well and build relationships with market risk managers globally, to improve our risk management.

- Able to show initiative to resolve issues.

- Acute and pro-active interest of what is happening in the financial markets on a day-to-day basis.

- Strong written and presentation skills. Excellent team working skills.

Write to twinkle@ikyaglobal.com