Role & Responsibility :

- Daily reporting of market risk calculations viz sensitivities VaR / IRC / CVA.

- Assessing the impact of daily market risk factor movements on the market risk calcs and writing the commentary explaining the root cause of the movements

- Ensuring that the issues related to daily reporting are overcome by means of effective dialogue with internal and external team members.

- As historical time series are a key component of risk simulation methodologies, candidate should have the necessary skills to ensure that the data used within our risk engines are correct.

- To undertake daily reporting activities and Project work to develop/modify reports in line with new methodology/business changes.

- Producing timely and adequate management information statistics outlining effort, successes, road blocks and failures related to daily reporting issues

Skills required :

- Good understanding and experience of market risk measures

- Good knowledge of one or more asset classes e.g. Equities, FX, IR, commodities

- Understanding of market risk parameters, sensitivities and its reporting

- Strong hold on Excel and other allied technology knowledge such as VBA coding, Database etc would be an added advantage

- Good understanding of market risk reporting hierarchy and governance mechanism

- Ability to work independently with minimum supervision

- Good analytical problem solving skills to break down complex problems and frame them into simple terms

- Strong communication and effect relationship management and influencing skills

- The candidate should be process oriented and should have attention to detail

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