Senior VP - Market Risk - BFSI

Roles and responsibilities:

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

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

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.

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

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

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

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

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

Post-Graduate with 12-15 years of exp in other Investment banks or in senior risk profiles in Indian banks managing team of 6+ people

MBA/CA, FRM an added advantage

Should have prior experience is risk management and working experience of different concepts like VaR,SVar, Scenario Analysis, Stress testing

Should have handled different asset classes like FX, rates from a risk standpoint and have very good understanding of various financial instruments including derivatives

Should have very good communication skills and also should be able to influence others to achieve superior results for the team

a. Ability to navigate in a matrix organizational structure

b. Stakeholder management skills

Bhavani.S