AVP - BFI - Global Credit Product - VaR Reporting - Investment Bank

We have Opening for AVP within an Investment banking for Mumbai location-

Requirements -

- Qualification (FRM/ CFA/ Mba from reputed institutes)

- Experience needed- 5-7 years

- Need Candidates who have VaR reporting exposure, who analyze risk data, Weekly risk reports, Scenario reports, Analysis of Risk Data, Understands structured products.

- Must have experience in regulatory projects

THOSE QUALIFYING ABOVE CRITERIA ONLY MUST APPLY

Below is the JD:

AVP - BFI - GCP- This role will be part of Global Product Credit Team

We offer:

- Bank/Financial/Insurance investments within the Basel III Capital Regime.

- Liaise with IT/Project manager.

- Validate risk information and resolve possible gaps and ensure that the position data is comprehensive and meets the business requirements.

- Attend meetings with project stakeholders.

- Report Analysis: Ensuring that properly reviewed and evaluated figures for daily PRA & FINMA and FED reporting, look through report and own holdings report, weekly FINMA reporting for Financial Accounting. Perform UAT testing.

- Identify and report data quality issues by interacting with RFDAR.

- Preparing documents for regulatory compliance, Running simulation and scenarios for regulatory netting rules as required by FINMA, PRA and FED. Run ad-hoc analysis using prototype using Excel / VBA

You Offer:

- University degree in Finance, Mathematics or other quantitative discipline

- 2-3 years of experience in a risk management or trading related role

- Understanding of VaR and other risk management methods (Greeks, Scenarios, - )

- Derivatives knowledge

- Experience with Regulatory projects

- Strong English skills

- Team Player with ability to work independently

- Self-starter with ability to perform under pressure

- VBA Skills, knowledge of Credit Suisse risk system infrastructure, Bloomberg are a plus

- FRM, CFA

Interested can send details:

Current CTC-
Expected CTC-
Notice Period-
Current Location-
Reason for change-

Ankita Mishra
Manager
Enigma Executive Search
9807673995