Front Office Risk Analyst - Global Markets - BFSI

Role & Responsibilities:

The role is with GM Front Office Risk team. FRTB is one of the most important regulatory capital related regulation since CRD IV.

As part of GM FRTB team :

- Incumbent will need to understand the changes proposed by regulators under FRTB and its impacts on the GM portfolio

- Incumbent will be required to liaise and work very closely with the Risk Methodology team so that we can use the models prepared by them for analysis within GM

- Incumbent will be required to run various capital scenario analysis and PnL explain analysis in conjunction with Risk Methodology and Market Risk teams

- Incumbent will be required to analyze the various FRTB capital impact results / PnL explain test results and work with various corporate teams to get any data issues fixed as needed

- Incumbent will be required to participate in various project working groups and drive through the various GM requirements

Key Skills:

Mandatory:

- Engineering or similar degree from a reputed college with excellent track record

- 1-3 years of experience in a role dealing with Market / Credit Risk

- Good understanding of Regulatory Capital Concepts

- Strong analytical skills and excel skills

- Excellent communication skills and should be able to drive his / her point across in a multi-regional team

Desired:

Any additional qualification like CFA would be added advantage