Business Analyst - Risk Domain - Credit Risk/Market Risk

Position: Business Analyst- Credit Risk/ Market Risk

Key responsibilities include:

1. Identifying and documenting business requirements from key business stakeholders.

2. Conducting deep dive analyses, gap analyses and proposing responses.

3. Work in partnership with key stakeholders and programs to define business solutions that deliver requirements.

4. Responsibility for timely resolution of ongoing regulatory and industry group outcomes and other events on business requirements.

5. Counterparty risk measures such as EPE, VaR, Wrong-way risk, Monte Carlo simulations, Stressed & Unstressed calculations.

6. Understanding of Banking operations, IB products and banking regulations, and risk management systems

7. Good analytical and problem solving skills along with good verbal and written communication skills.

8. Work effectively in and leading working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met.

9. Manage risks related to the projects assigned, report risk issues to senior stakeholders.

10. The candidate should be process oriented, have attention to detail, and have good time management skills.

Qualifications: Post graduate degree/diploma from a reputed institute; FRM/ PRM will be a plus / Professional qualification (e.g. CFA, MBA, CA, risk certification) preferred

Functions: Limits setting and monitoring

Risk factor identifications and facilitating approvals for new business

Risk Analysis and VaR backtesting

Risk data management and control

Risk reporting

Risk Measures: VaR, eVar, IRC, ERC, RNV, RBPnL (Risk based P&L), CVA.