Analyst - Risk Management - BFSI - IIM/MDI/ISB

Roles & Responsibilities:

- The team has clear focus on developing and supporting systems in house for many of the core downstream clearing and reporting solutions.

- It includes clearing, middle office, allocation and average pricing technology, client reporting, exercise/assignment solutions, cash and treasury solutions.

- The role requires strong understanding of Derivative products (Exchange Traded and OTC), Market Risks, Regulatory Framework, good programming/SQL/Database skills, eye for detail and an ability to liaise with the front office desks to ensure the timely and accurate delivery of tasks/projects performed

- The role holder will interact with regional desks to understand the key areas of business - Risk and Treasury functions, RWA and Balance Sheet Drivers and work closely with them to build solutions/models/reports that can help in making the business more efficient from resource/ revenue perspective.

- Risk Analytics and management for Internal/external books, portfolio and client exposures, collateral optimization and Interest income analysis.

- Prepare and monitor various Market risk exposures and stress test results to determine the key drivers of risk for the desk.

- Managing daily deliverables and meeting all agreed SLAs and Work closely with Regional stakeholders and senior management on ADHOC requests and analysis and ensure Mumbai team goals aligned to the regional desks.

- Create prototypes of innovative tools/models to facilitate decision analytics for trading or risk business.

- Reporting and Analysis of Risk sensitivities like DV01, CS01%, various Treasury reports providing Daily Collateral, Global Revenue and Balances, region wise Interest Attribution, FX and Futures product Margining, etc.

Skill Sets :

- Graduate or MBA from top tier Engineering.

- Prior Risk management Market or credit risk.

- Risk management with any capital market product experience.

- Excellent verbal and written communication skills, able to clearly articulate complicated issues to management and other impacted areas and ensure timely resolution of issues and breaches.

- Highly analytical and numerate with exceptional problem solving abilities and Comprehensive knowledge on Derivative products and associated risks.

- MS Access, SQL, VBA - Technical Knowledge - Database development and management. Advanced Excel (Pivot tables, Macros), MS Office skills and inclination to add IT Skills like Qlikview.

- Well organised with good time management skills and the ability to meet tight deadlines and prioritise tasks. Ability to multi-task and prioritise accordingly in a highly pressurised environment.

- Able to work effectively as part of a large team and willing to take on responsibility.

Deepti Shetty
Black Turtle.