Posted By
Posted in
Banking & Finance
Job Code
345836
Job Duties :
The role will require working as part of the CRO change team to support delivery of the market risk capital framework capabilities across various functions and risk measures summarised below.
Functions :
- Limits setting and monitoring
- Risk factor identifications and facilitating approvals for new business
- Risk Analysis and VaR backtesting
- Risk data management and control
- Risk reporting
Risk Measures :
- VaR, eVar, IRC, ERC, RNV, RBPnL (Risk based P&L), CVA.
Key responsibilities include:
- Identifying and documenting business requirements from key business stakeholders.
- Conducting deep dive analyses, gap analyses and proposing responses
- Work in partnership with key stakeholders and programs to define business solutions that deliver requirements.
- Responsibility for timely resolution of ongoing regulatory and industry group outcomes and other events on business requirements.
- Providing direction and oversight to business analysts developing functional specifications that meet business requirements
- Work effectively in and leading working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met.
- Manage risks related to the projects assigned, report risk issues to senior stakeholders
Qualification :
- Professional qualification (e.g. CFA, MBA, CA, risk certification) preferred
Skills Required :
- Experience in market risk implementations, experience in similar regulatory capital calculation implementations preferred.
- Good understanding and experience in calculation and application of VaR and other market risk capital methodologies.
- Effective stakeholder management, experience in facing senior business stakeholders
- Familiarity with IB products and banking regulations, front and middle office trade operations, end-to-end trade lifecycle - SME across at least one product line
- Ability to work with colleagues across global locations remotely
- Experience of implementing change
Business analysis competencies :
- Strong competencies in business requirements gathering, solution design, planning, and implementation preferably in large scale global programs (preferably from an Investment Bank or consultancy background)
- Good understanding and working knowledge of SDLC and Agile methodology of project execution
- Independent and able to work with little supervision
- Ability to communicate successfully (written and verbal)
PM competencies :
- Extensive experience of architecture or delivery roles in large scale global programmes (preferably with an Investment Bank and/or Asset Management and/or Consultancy background)
- Proven organizational, leadership and management skills
- Solid strategic analysis, problem solving, issue resolution and decision making skills
- Proven ability to communicate with and report to Management in a clear, concise manner
- Ability to direct project teams and to create agreement among differing stakeholder views - must be able to lead by example and motivate/ focus team members.
- Effective relationship management and influencing skills
- The candidate should be process oriented, have attention to detail, and have good time management skills
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Posted By
Posted in
Banking & Finance
Job Code
345836