AVP - Market Risk - FRTB

We are hiring for a leading financial Services at Pune.

Exp : 5-8 yrs

Loc: Pune

Education: MBA/ CA/ CFA/ FRM

Responsibility:

- Involved in RWA calculation.

- Detailed analysis of risk types across one or more asset classes like Equity, FX, GIRR, Credit, etc. and its computations covered under FRTB-SA rules for Default Risk Charge and Residual Risk Add-on

- Active involvement in the QIS to estimate the Market Risk RWA impact for the firm under the FRTB (Fundamental Review of Trading Book) framework.

- Investigation of issues and driving the remediation of data quality issues related to FRTB SA QIS and collaborate with Risk Managers, IT, BAs for resolution, ensuring accuracy and consistency with FRTB standards

- Coordination with various teams involved in strategic development - methodology developers, data streams, system owners, and IT analysts for improvements of SA and implementations of IMA.

- Streamlining end to end process steps focused on controls, governance and reporting and ensure high quality documentation of the processes.

- Facilitation of training to RIS team members

- Plan and schedule production process for regular and Business Continuity Management Purposes.