Senior Business Analyst - Risk Analytics - Market/Credit Risk - Bank

Position: Sr Business Analyst-Risk Analytics (Market/ Credit Risk) (6-9 yrs)

Role:

- Build Subject Matter Expertise in Market & Credit Risk analytics space

- Understand and interpret regulations especially in relation to Stress Testing & FRTB

- Capacity to lead a team of analysts who work on multiple projects and initiatives

- Produce quality business requirements document and a monitor others with the same

- This is an Analytical Role with heavy involvement in understanding and working with measures like VaR, Expected Shortfall, EE, RWA

Requirements:

- Subject matter expert on Market Risk/Credit risk

- Understanding of different types of Market / Credit Risk charges and their computation methodologies: VaR, Expected Shortfall, Sensitivities calculation

- Understanding of Stress Testing

- Risk related qualification like FRM / PRM / CFA preferred

- Excellent analytical and problem solving skills

- Clear and effective verbal and written communication skills

Location: Mumbai

This position is for a Client of Vertex Corporate Services which is a Leading Global Bank