Vice President - Market Risk Reporting - Investment Bank/Hedge Fund Domain

VP Market Risk Reporting

- We are hiring for one of our esteemed client based in Mumbai at VP level for their Market Risk Reporting Function. The individual will have at least 8 years previous experience in a Market Risk function.

- The individual will have a good understanding of risk metrics such as VaR (including regulatory measures of VaR), Incremental Risk Charge (IRC), Risk Weighted Assets (RWA), Economic Risk Capital (ERC) and Sensitivities.

- He will lead a team of analysts supporting the Market Risk reporting and analytics for multiple Legal Entities (FINMA, PRA, SEC, Fed etc.), including Market Risk Regulatory Capital/RWA, VaR, ERC, sensitivities, limit monitoring and back testing. Develop and manage relationships with key stakeholders across Market Risk managers, Risk IT, Change and Finance.

Candidate Should have :

- Strong understanding of Market Risk concepts, calculations and prevalent regulatory guidelines like Basel, FRTB, BSBS 239 etc. Knowledge of individual regulatory specifications like FDSF, Volcker etc. would be beneficial.

- Strong analytical skills with attention to detail as well as a solid controls mindset; Solid technical writing and communication skills.

- Proven experience in a Market Risk role of a top tier investment bank/hedge fund/asset manager.

- Ability to work independently by proactively taking ownership of their assigned responsibilities, manage large teams with multiple stakeholders and deliver under tight deadlines.