AVP - Enterprise Risk Management - Investment Banking

Enterprise Risk Management - Investment Banking

Please find the JD for AVP -ERM reporting, Mumbai.

Position - Risk Analyst

Organization : Investment Banking

Designation : AVP

Location : Mumbai

Requirement details :

Experience : 5-8 years

Exposure / Industry experience : Within IB / Big four consulting/ strategic consulting

Skills :

- We are looking candidates who do Risk analysis, preparing Risk metrics, ERC / Scenario modeling, reporting as per Basel/ FINMA regulatory norms.

- A degree-level education (or equivalent) in a numerate discipline - post graduate qualifications within a relevant fields i.e. CFA, FRM, PRIMA would be an added advantage

Candidates who have above skills Must only Apply

Roles :

- The role is for an experienced risk analyst within the Enterprise Risk Management - ICRA Team. The individual will be expected to perform cross metric comparison of movements in Economic Risk Capital (ERC), Risk Weighted Assets (RWA) and various scenario calibrations. Integrated Capital and Risk Analysis (ICRA) is used internally to carry out a cross risk metric comparison and capital adequacy assessment. ICRA is also provided to FINMA and forms part of the Pillar II dialog.

Further information on the role follows :

- The purpose of the submission is intended to support FINMA's initiative for assessing the comparability of Swiss banks' risk frameworks by facilitating the provision of a quantitative, forward-looking assessment of the capital adequacy of the banking system and individual institutions within it.

- The role will cover a broad remit of both regulatory (RWA) and internal capital models (ERC and Scenarios) for Market Risk, Credit Risk, Operational Risk, Business Risk and other risks.

Desired skills :

- A solid understanding of risk measurement frameworks, particularly internal risk frameworks such as Economic Capital or/and a strong knowledge of Pillar 1 metrics (VaR, Stressed VaR, IRC and Capital models).

- Strong MS Office skills - Excel at high level a must

- Strong analytical skills

- Proven experience of Market or/and Credit or/and an Operational Risk in a previous role

- Strong product knowledge in either one product area or good product knowledge across a diverse range of products

- Knowledge of MARS is an advantage

- 4+ years experience in technical roles within Risk or similar functions.

Ankita Mishra
Talent Advisor
Enigma Human Capital
9807673995