Senior Analyst - Risk Analytics & Reporting - BFSI

Analytics & Reporting is a group within Risk Engineering in the Risk Division. The group is responsible for reviewing, publishing, explaining, analyzing & communicating the firm's risk & capital metrics.

Responsibilities

- A&R are responsible for reviewing, publishing, interpreting and communicating the firm's independent and authoritative risk & capital measures, which includes:

- Enhancing and managing processes that quantify, review, explain & convey insight for risk & capital measurements for a large, diverse set of financial products or activities covering the whole Firm. Either on an activity by activity basis or in aggregate. This involves developing and utilizing tools & signals to assist understanding risk & capital metrics, at varying levels of aggregation across the Firm, in order to discover insight while ensuring metrics continue to operate in line with intent.

- Understanding financial & non-financial risk by analyzing pricing, risk & capital model outputs to evaluate, explain and justify features observed in the Firm's risk data.

- Providing independent risk & capital metric process consulting for new or existing business activities in the Firm.

- Providing quantitative and qualitative risk analysis, including the use of risk modeling tools to help estimate the financial risk of the firm's transactions

- Developing & maintaining engaging approaches to share curated risk insights through interactive dashboard tools.

- Automation engineering to improve control, reduce operational risks & costs and enhance the Firm's metric timeliness & availability increasing awareness of significant risks

- Testing, developing & integrating new/updated workflows and documentation

- Overseeing the activities covering a group of products / markets, and provides technical and decision-making judgment and guidance, organizational infrastructure

- Performing anomaly detections in large data sets, investigating the cause and recommending corrective actions

- Liaising with groups such as Modelers/Strats, Technologists, Trading & Investing businesses, Operations & Controllers to understand & explain observations in Risk data.

- Coordinating with firm internal governing bodies such as Risk Committees and executive members of the firm

- Interacting with firm external governing bodies such as external regulators and industry bodies

Qualifications

- Master's Degree in Business, Statistics with an undergraduate focus on quantitative field such as mathematics, physics, or engineering

- Experience with, or keen interest to develop expertise in, pricing, risk and capital models.

- Experience with, or keen interest to develop expertise in, financial markets & economics

- Practical knowledge of mathematics and numerical algorithms, including statistics and time series analysis.

- Experience with, or keen interest to develop expertise in, programming skills with various languages such as Python, HTML, Javascript and/or C++.

- Experience with, or keen interest to develop expertise in, development of risk analytics, interpretation & productivity tools for cultivating insights into risk & capital metric data.

- Excellent written and verbal communication skills

- Entrepreneurial, creative, self-motivated and team-orientated

Opportunities

In performing the job function, you will have the following opportunities:

- Work in a dynamic & highly creative teamwork and consensus-orientated environment

- Exposure to industry leading market data, pricing and risk & capital models for all activities the Firm engages in.

- Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations across the firm and advanced approximation techniques for risk measurements.

- Exposure to large volumes of data (a.k.a - Big Data- ) and the tools & techniques to interact with, and determine meaningful interpretations of, such data.

- Development of quantitative and programming skills

- Development of economic, financial product and market knowledge.

- Engagement in critical internal risk management activities, and provision of data to both internal and external clients & Firm governing bodies

- Opportunities to work with senior members of the Firm and a wide variety of groups across all areas of the Firm