VP/AVP - Risk Analyst - Exposure Management Group - Investment Bank

Position : VP & AVP- Risk Analyst - Exposure Management Group

This role will comprise the following key responsibilities :

- Leading the team within EMG on the Stress Testing to ensure regulatory and business requirements are met

- Potential to engage further in EPE/PFE calculation and adhoc analysis

- Liaising with other areas of the bank involved in the project, in particular Market Risk and Front Office

- Review and Validate Daily / Monthly Stress Test Reports to be used by senior EMG and CRM Analysts

- Performing methodology governance and validation (including backtesting)

- Documenting new processes and procedures relating to Stress Testing

- Communicate updates and results to senior management within Risk and the Business

- Support in production of material to be distributed to regulators

- Quantitative risk analysis of existing derivative transactions on counterparty, portfolio and individual trade levels. This may involve working with existing spreadsheet tools or setting up customized tools which use the bank's internal pricing models

- Define reporting requirements in conjunction with other Risk teams and Front Office partners

- Participate in bank wide working groups and committees

- Perform investigation into a wide range of production issues as an individual or as part of a team

Job Requirements :

Essential skills :

- Strong mathematical and statistical background

- Good understanding of VaR concepts or EPE/PFE, valuation and margining approaches and methodologies

- Good knowledge of rates, FX, commodities, equities and credit business areas and products

- Understanding of risks both on trade and portfolio level

- Good analytical skills, able to demonstrate flexibility regarding problem solving

- Ability to work in fast paced environment

- Advanced knowledge in MS Office (Excel, Access and VBA in particular)

- Open minded, able to share information, transfer knowledge and expertise to team members.

- Excellent communication, both written and oral

- Good team-working & team management skills

- Experience in use of Relational Databases and PL/SQL (Fundamentals)

- Comfortable working across different time zones.

Education / Qualifications Requirements :

You will be :

- Educated to Engineering Degree or Equivalent.

- CFA/FRM is plus

- 6-8 Years Experience

- Detail-orientated

- Team orientated and motivated

- Able to work on autonomous basis or as part of team

- Able to cope well under pressure and tight deadlines

- Willingness to challenge senior stakeholders if required

Furnish following details in resume while applying :

Current organization :
Current Role/ Designation(Since) :
Qualification/Passing Year/Institute :
Total Experience :
Relevant Experience :
Experience in current organization :
Team Size Handled :
Domain Specialization :
Current Salary :
Expected Salary :
Earliest Date of Joining (Notice period) :
Current Location :
Relocation Y/N :
Reporting to :
Reason for Change :
Availability for in person Interview :

Tejashree Waradkar
Team Leader
Dir No: +91 22 66848548