Leadership Role - Market Risk Analysis - BFS

Leadership Role (Women Leaders)- Market Risk Analysis - BFS

Implement new traded credit and market risk and associated front office driven systems projects in a timely and successful manner.

- Review of Business specification document / systems and the identification of testing related defects within them. This includes closely working with the "Run The Bank" Team to understand the business processes.

- Implement change process of Traded Risk systems and processes at a regional level

- Develop & maintain a strong stake-holder engagement across all geographies (Countries, regions & Group) that are supported from India.

- Manage market data validation system (Asset Control) and Tiger Scenario Engine which feed scenarios to the downstream Risk Engines such as ValServer, Raven, SummitVaR, etc.

- Support data queries from various stakeholder teams

- Investigate and close data validation exceptions

- Good knowledge of Value at Risk models, market risk and financial instruments

- Prior experience in time series analysis, Asset Control would be preferred

- Basic to advance understanding of Asset Control would be preferred