Market Risk Professional - CRIS - Multi-Asset Class Solution - BFSI

Job Profile:

Market Risk delivers global, multi-asset class solutions for the production, control and validation of various internal model risk measures (DVaR, SVaR, IRC and APR). RIS plays a key role in the management and maintenance of processes that feed into all Market Risk Capital measures. The department works closely with a variety of stakeholders including front-line desk risk management.

Responsible for Leading and providing local oversight of CRIS production team ( Business Line / Functional Team) in Mumbai.

Responsible for operational management of daily deliverables,

Ensure any data quality gap is overcome by means of effective dialogue with internal and external team members.

People Management for a team size of 10

Ensure timely VaR sign-off ( Flash/Finals/ etc ) and other deliverables based on frequency

Monitor, escalate any production gaps (people issues, system issues) to the management team or IT.

To provide business requirements for any new development or fixes to the Market Risk Projects team or IT and to sign off test results.

Subject matter expert on CRIS Market Data and VaR processes; responsible for training of new joiners in CRIS Mumbai Team,