Manager - Market Risk Analytics - Financial Institution

Manager - Market Risk Analytics

Mirus Solutions is hiring for a leading financial institution based in Bangalore.

Role Description :

- The person is responsible for reporting and analytics of risk and financial measures being distributed to Internal stakeholder, Committees, and Regulatory.

- The person will work closely with Analysts and Risk Managers around the globe to support daily monitoring, reporting, and analysis of Market Risk and Liquidity measures.

- Calculate and publish various risk factors such as VaR, EaR, DV01, CR01, Mar VAL and NPV for Non traded books across the globe.

- Will do analysis and investigation of various metric like Delta, Gama, Vega, VaR, DV01, Par-DV01 etc.

- Publish daily risk reports with commentaries for six different commodities

- Support for Markets Credit team: Publish daily, monthly, and quarterly risk reports with commentaries. This includes few regulatory reports.

- Generate and publish regulatory liquidity reports for Group and individual countries. Also, prepares ALCO and Risk packs individual countries.

- Act as primary contact point for all Audit (Internal & External) and Regulatory queries. Provide any additional info required by Senior Management, Auditor, or Regulators.

Requirements :

- Experience within Financial Industry essential - 10 years minimum would be ideal

- Strong computing skills including Excel, VBA, Access, SQL

- Degree qualified, preferably economics / financial discipline but not strictly necessary