Senior VP/Junior ED - FRTB & Market Risk Management Lead - Bank

Our client - a leading global bank is looking for a Senior VP / ED for leading the India hub Market Risk activity.

The role will be responsible for the build-out of the function and provide local leadership (lead a 15+ member team) to the Market Risk function in India.

The role will look at governance and administration of the India market risk hub, developing & implementing India location and people strategy.

Functional responsibilities will include

- Leading market risk analysis (per Basel 2.5 FRTB rules)

- Explaining market risk drivers (VaR, stress, risk sensitivity, FRTB capital, etc)

- Drive development of tools and metrics

- Oversee commentary (on position, market moves, trading strategy changes)

- Onboard new product/desk (onto FRTB framework)

- Engage with management and stakeholders (teams in Risk Mgmt, Finance, Technology, Valuation, QR, Model Review and Basel Groups).

The candidate should have 10+ years of experience in relevant valuation control and/or market risk leading a team of 15-20 members, with education in a numerate field from a Tier 1 school,

- have good understanding of FRTB / Market Risk regulatory environment,

- be proficient in Python and/or VBA, with knowledge of P&L Explain and VaR.