Senior Consultant/Business Analyst - Market Risk Reporting - Capital Markets - Investment Bank

5 - 6 Years

Pune

Posted 9 years ago

#Market Risk #Risk Management #Capital Markets #Investment Banking #VaR #Treasury #Regulatory Reporting

We have the opportunity with Tier1 investment Bank.

Location: Pune

Level: Sr. Consultant

Exp: 5-6 yrs

Profile

1. Market Risk - Reporting BA (Capital Markets)

2. Market Risk - Reporting BA

Job Responsibilities:

1. The person should have goo knowledge of the overall workflow of treasury products; deal capture, validation checks, deal confirmation, deal booking etc.

2. He should have basic knowledge of Treasury products like bonds, equities (options, plain vanilla), derivatives etc. (In depth understanding is not required)

3. He should have basic understanding of market risk concepts like VaR, sensitivities etc. (For e.g. he should understand what PV01 or VaR means, but it isn- t necessary that should know how to calculate these measures)

4. Pushkar is going to use these Capital Market BA for both Limit Monitoring and Market data projects. These projects are basically enhancements to their existing systems and hence they require people who have good BA and system implementation skills

5. For the limit monitoring role, somebody who understands the Risk limits and how they can be setup and monitored in the system is preferred. Also, the person should be familiar with the overall limit monitoring process and workflow

6. Similarly for the Market data role, he requires people who understand market data and how it looks (equity vol, spot, interest rates etc.) and how risk factors are mapped to instruments. Also, who has worked in the market data space and understands various rules that are used for VaR computation

7. The person should have good BA skills

Desired:

- Experience in FRTB or similar regulatory capital calculation implementations.

- Specific experience in any of: 1) Risk reporting, market risk including VAR and P&L attribution

- Reporting tools like Crystal reports, Hyperion, Micro strategy

- Exposure to regulatory reporting is a big advantage

- Professional qualification (e.g. CFA, MBA, CA, risk certification)

- Good academics