VP - Market Risk Engineering

VP-Market Risk Engineering

- Overall responsibility for the daily time series and associated risk failure issues, ensuring that problems are overcome by means of effective dialogue with internal and external team members.

- As time series is a key component of our credit risk methodology, having the necessary management skills to ensure the team process data within our risk engines which is correct.

- Review & monitor the credit risk calculation break downs due to insufficient or poor quality of market data – monitoring all trades that fail to risk using the strategic process.

- During times of stress, ensure the team assist colleagues from the differing asset class groups with tasks that may differ from their immediate role.

- Be abreast of changes in new methodologies and project work and the impact on reporting as a result.

- To work as an effective member of the team, contributing to the needs that may arise on an ad-hoc basis without loss of generality to current projects or work processes.

- Providing line management responsibilities to the full team based in Mumbai.

- Producing timely and adequate management information statistics outlining effort, successes, road blocks ad failures.

- Ensure that all activities are in adherence to existing policies and risk governance practices.

Please share your profile at prabhleen@mancerconsulting.com