AVP - Market Risk - Dodd-Frank/Basel

Job Responsibility:

- Lead and analyze recent regulations around Basel and Dodd Frank, in collaboration with larger risk organizations and markets to formulate implementation strategy

- Work closely with front office, local risk management and financial control teams across markets to interpret new products and critical deals to analyze regulatory capital and RWA impacts, both from credit and market risk capital implication point of view

- Lead and participate in the market risk related initiatives related to Basel and Dodd-Frank (Volcker) with global risk management team

- Achieve target RWA (specifically on market risk) in both dollar amount and in set ratios pertaining to capital market business through granular analysis of the existing transactions, products in partnership with global markets

- 9-14 years of financial services experience, at least 4-6 years’ experience of working on Basel regulations and Dodd Frank (preferred)

- Strong knowledge of Basel regulatory guidelines (II, IIA, III) from US perspective (with primary focus on market risk), and also the risk management implications of Dodd-Frank rules;

- Strong product knowledge of capital market business, especially the complex ones in advanced markets;

- Experience of working / consulting global financial institutions, either out of India or abroad, in the areas of regulatory risk, especially around Basel II/III;