Assistant Vice President - Market Risk Reporting & Analytics - Global Bank

AVP - Market Risk Reporting & Analytics - Global Bank

Industry - Banking

Skills - market risk, risk reporting, var, quant

Job Type - Permanent

Description - An opportunity to lead a team of risk reporting & analytics professionals for a leading global Bank.

Client Details :

Our client is one of the largest Global Banks with demonstrated strengths in Commercial, Retail & Investment Banking. They are in the process of growing their Market Risk function in Bangalore and are looking to hire a seasoned professional having solid experience within Market Risk Management & Reporting.

Description :

Reporting into the Head of Market Risk Management, you would work closely with Analysts and Risk Managers around the globe to support daily monitoring, reporting and analysis of Market Risk and Liquidity measures.

Some of your responsibilities shall be as follows :

- Calculate and publish various risk factors such as VaR, EaR, DV01,CR01, Mar VaL and NPV for Non traded books across Asia Pacific, Europe and America

- Analysis and investigation of various metric like Delta, Gama, Vega, VaR, DV01, Par-DV01 and others

- Publish FTP rates for Asian markets, and various other rates such as Cash rate, CABI and CIR for Asia NT books

- Publish daily risk reports with commentaries for six different commodities

- Support for Markets Credit team - Publish daily, monthly, and quarterly risk reports with commentaries

- Generate and publish regulatory liquidity reports for the Group and individual countries along with preparing ALCO and Risk packs for individual countries.

- Act as primary contact point for all Audit (Internal & External) and Regulatory queries

- Providing day to day monitoring of risk measures, limits and thresholds for active market risk and liquidity management

Profile :

As a Successful Applicant, you will have the following qualifications :

- Have a Masters Degree in Statistics/ Economics/ Management

- 10+ Years of relevant experience along with solid understanding of market risk factors & reporting (VaR, EaR, DV01,CR01, Mar VaL, NPV)

- Certifications like FRM, PRM would be an added advantage

- Excellent experience in publishing daily risk reports along with commentaries

- Good understanding of Excel, VBA, SQL, Access, etc

- Excellent communication skills and demonstrated executive presence along with ability to lead team

Job Offer :

Excellent Opportunity to work with one of the largest Global Bank that is known to encourage Work Life Balance and promotes International Mobility

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Karan Madhok on +91 124 452 5453.

Contact - Karan Madhok

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