Vice President - Market Risk - Investment Bank

We are looking for a candidate for a role of VP- Market Risk with a leading global investment bank. The candidate should come from a very strong experience in market risk along with people management, stakeholder management, setting up processes in a global environment.

Location: Mumbai

Some of the roles and responsibilities of the team are listed below:

- Perform quality controls on risk input feeds and seek validation from data providers on stale or significant changes in risk figures.

- Driving resolution of data related issues by working in collaboration with IT / Middle Office / Finance / Market Risk Management

- Explain significant VaR changes in assigned business lines based on sensitivities, volatilities and correlations.

- Perform analysis of Economic Capital (EC) and Stress Testing calculations

- Production of daily / weekly global and business level risk reports

- Working with Market Risk Managers to test and implement new risk calculation methodologies