AVP/Associate - Market Risk & FRTB - Investment Banking

- Manage a team of analysts supporting T+1 sign-off of Market Risk metrics

- 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.

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

- Implement business processes and controls aligned with the Operating model.

- Work closely with other divisions like Technology, Market Risk and Methodology to implement strategic and regulatory initiatives like FRTB IMA/SA, cloud migration etc.

- Solid, deep experience with data extract, transform and load (ETL) tools as Alteryx and data visualization tools

- Write Complex SQL queries on multiple tables using complex joins

- Perform end to end Data validation

- Ability to interact with business users and understand their requirements

- Develop impactful presentations and documents

- Communicate complex topics to team through both written and oral communications

- Understand if there is technical or business limitation to implement control/configuration

- Understand and document the compensating control for managing or mitigating security risk that might exist due to the technical or business limitation

- Provide recommendations to strengthen current processes and controls

- Provide regular updates on assign tasks to team members