Associate - Global Risk - Market Risk Reporting

Position Specifications:

Job location: Mumbai Powai

Experience - 3 Years - 7 Years

Qualification B.TECH + MBA

Business Unit Overview:

The MRI Team is part of the overarching Market Risk Management. MRI is responsible for Market Risk Exposure Metric Validation; assisting Risk Managers (RM) in overriding data where necessary as part of Adjustments/overrides; Risk Limit Management; Driving data management strategy for Risk and helping develop data architectures; and Risk Reporting for various Senior Risk Management, KSMMs, Business and Regulatory reporting.

Role & Responsibilities:

- Support T+1 sign off process

- Analysis of data, resolution of breaks and clean-up of existing data.

- Implement data quality processes around all data inputs and outputs to and from Risk Management systems

- Experience in understanding & developing target-operating models aligned with the Business.

- Supervisory controls and governance.

- Produce weekly Management updates & key metrics

- Active participation in implementation of regulatory deliverables like BSBS239, FRTB etc

Mandatory Skills:

- Understanding of Market Risk and risk measures like VaR, IRC, SVaR etc.

- Understanding of financial products

- Proficient in writing SQL/oracle queries and VBA macros.

- Proficiency in Business analysis and operational activities

Desired Skills:

- Strong Analytical skills.

- Excellent communication skills both Written / verbal must.

- Strong team player and quick learner.

- Work with various stake holders including business, IT, Change Management etc