AVP - Market Risk Reporting - Inv Bank

Discipline - Banking

Subsector - Risk Management

Location - Mumbai

About our Client - Our client is a high-profile worldwide leading Investment Bank with significant presence in Asia. They are undergoing constant expansion and are bringing their business to even greater heights in India. Our client is seeking to strengthen their team by hiring the right people within the Market Risk Area within their captive set-up based out of Mumbai

Job Description - Reporting to the VP Market Risk Mumbai, your specific responsibilities would include:

- Responsible to prepare daily reports covering Value at Risk and exposure across various cuts of the trading and lending portfolios, and the various business lines

- Calculate regulatory capital for the bank and its key legal entities

- Provide information to regulators, rating agencies and other relevant third parties on a periodic basis

- You would also be required to perform back testing activities like liaising with P&L team and business line risk managers to explain exceptions

- Lead a team of Analysts supporting reporting, limit monitoring and back testing

The Successful Candidate - You should be a qualified CA/MBA with over 6 years of work experience. You should currently be working within a market risk function of a bank with hands-on experience in VaR calculations. You will also have over 2 years of extensive team management experience.

What's on Offer - This is an excellent opportunity to develop your career and bring it to the next step within one of the most prestigious financial institutions in the world.

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