AVP - Market Risk Portfolio Analytics - Investment Banking

We have an urgent opening for AVP- Market Risk Portfolio for Mumbai .

The primary responsibilities are:

- Identify the top and emerging risks each week, including sourcing the relevant information from MRA, MRC and the business MRMs

- Summarise key changes in all portfolio metrics in a manner suitable for senior management consumption; this will involve working closely with MRA and the business MRM- s

- Review and understand the historical simulation VaR, including staying abreast of the development of this metric

- Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information at a level for senior management consumption

- Perform analytical analysis of our limit to generate proposals for limit changes and for new limits

- Support the analysis and communication of portfolio level topics to senior management and their committees

- Develop necessary tools to facilitate more efficient analysis of risk

Education and Experience:

- University degree in Economics, Mathematics or other quantitative subject.

- Relevant post graduate qualifications e.g. MA, MSc, CFA, FRM would be advantageous.

- 3+ years- experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered)

- Familiarity / experience with key regulatory deliverables and developments in stress

Competencies:

- Strong banking knowledge and experience, including knowledge of more than one traded asset class

- Conversant & interested in macroeconomic / geopolitical events, both current and historical Knowledge and experience of Basel III / CRD IV regulatory environment.

- Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC

- Excellent communication skills; ability to articulate technical and financial topics with global stakeholders

- A reliable team player with the motivation to work in a dynamic, international and diverse environment

- A committed and motivated individual for self-development and growth

- Strong interpersonal skills and ability to build relationships across different stakeholder groups

- Able to multi-task and deliver under tight deadlines

- MS Office proficient, especially Excel and PowerPoint. VBA / SQL skills would be advantageous

If you find it is suitable then please send me your updated CV with below detail or provide me a reference .

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Tejashree Waradkar
Team Leader
Dir No: +91 22 66848548|Mob No .8454843560