VP/Director - Market Risk - Investment Bank

Roles and Responsibilities:

- Analyzing and understanding daily changes in Bank’s risk profile (VaR, sensitivities, stress tests etc.)

- Value-added analysis to enable Market Risk Management (MRM) to optimally manage risk in conjunction with the business

- Key data management tasks including risk data loading, aggregation, calculation, and reporting

- Development/ oversight of credit default models, pricing tools, VaR model, valuation model, PFE models and operational risk tools.

- Market data sourcing and validation

- Drive user testing, training, communication and data migration for all market risk projects affecting quality and timeliness of market risk data

- Driving resolution of data related issues by working in collaboration with IT / Middle Office / Finance / MRM

- Explain significant VaR changes in assigned business lines based on sensitivities, volatilities and correlations.

- Perform analysis of Economic Capital (EC) and Stress Testing calculations

- Production of daily / weekly global and business level risk reports

- Working with Market Risk Managers to test and implement new risk calculation methodologies

Requirements:

- 14 plus years of work experience working in a Market Risk position at an Investment Bank

- Excellent communication skills – ability to discuss and escalate technical and financial issues with global counterparts

- Detailed focused, numerically literate

- Strong technology skills and adaptability to new applications

- Strong focus on internal controls and integrity of data

- Strong skills with Microsoft Office (Excel, PowerPoint, Access)

- Team orientated and self-motivated

Please feel free to call me at +91-9740700433.