Senior Vice President - Market Risk - BFSI

We are looking for Market Risk Profile for Sr. vice president for Mumbai location.

The role is within the Global Macro cluster, a newly created cluster that oversees all the FX, Rates and Commodities

1. The candidate will have to monitor, understand and analyze the market risk and to support the MLRM cluster manager and the Macro team.

2. Daily risk sign-off for the desks across geographies, RNIV review and sign-off, Reg projects like FDSF and ICAAP, Backtesting exceptions, Weekly risk reports, Analysis of markets across asset classes on weekly basis

3. Control the risk taking and participate in the definition of a limit framework including Deep dive into risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers.

4. Advise and drive delivery of tools/methodologies like VaR, sensitivity analysis, scenarios.

5. Liaise with other departments and support/manage project deliveries. Manage delivery for the Global Macro team in Mumbai to global counterparts in London, NY and Singapore

6. Ensure that reg submissions like FDSF, ICAAP etc are completely managed out of Mumbai

7. Ensure that the team is managed effectively - appraisals, leave management, work allocation etc

8. Build collaborative partnerships with Global counterparts and seek to enhance the overall output from Mumbai team - both qualitatively and quantatively