AVP - FRTB - Bank

Job Description :

- Drive improvement in the bank's FRTB processes and results

- Support FRTB QIS processes and review results to be submitted externally

- Review and analyse FRTB results and communicate outputs to various stakeholder

- Produce FRTB impact analysis at desk and trade level for senior Front Office stakeholders

- Assist in designing, implementation and maintenance of relevant risk reports for senior management

- Present data from portfolio point of view to brief senior business and risk managers

- Assist in analysing top-level risk measures (Stress results, VaR etc) for underlying risk drivers for inclusion in senior management MI on an ongoing basis

- Monitor and analyze trading portfolios and identify material risk across the portfolio

What we're looking for :

- Educational background in a quantitative discipline, e.g. Risk, Finance, Business.

- Analytical and IT skills are required (Excel/VBA) to build tools that will help in carrying out the responsibilities in this role

- Ability to write clearly and persuasively

- Self-motivated, takes ownership of responsibilities assigned to him/her

- Ability to work well in a team

- Co-ordinate work with various teams to deliver results

- Strong organisational skills

- Ability to get things done

- Attention to detail

- Positive attitude

Skills that will help you in the role :

- Knowledge of FRTB

- Prior experience in market risk

Location : Mumbai