AVP - Market Risk Reporting - BFS

Overall purpose of role

As a AVP (Team Lead) for the team, the key expectation is to take responsibility for processes assigned which includes :

- Managing the daily operational process of validating the Time Series (TS) for CCR,

- SME & Lead for Market Data Time series, VaR Production, Back testing, Stress Test Reporting, FDSF, Volker Reporting

- As a Lead the expectation will be to work closely with a variety of stakeholders including front-line desk risk management.

Key Accountabilities

- Responsible for Leading and providing local oversight of production team ( Business Line / Functional Team) in Pune.

- Responsible for operational management of daily deliverables,

- Ensure timely VaR sign-off ( Flash/Finals/ etc ) and other deliverables based on frequency

- Ensure any data quality gap is overcome by means of effective dialogue with internal and external team members.

- People Management for a team size of 5-8

- Lead & SME for Time Series Market Data & Business Line/ Non Business Line Team and responsible to ensure timely MR reporting

- Monitor, escalate any production gaps (people issues, system issues) to the management team or IT.

- To provide business requirements for any new development or fixes to the Market Risk Projects team or IT and to sign off test results.

Stakeholder Management and Leadership :

- Liaise with the onshore teams, Risk Managers as well as with the relevant Change/IT teams for various key initiatives (Tactical and Strategic Change, BAU escalations and Control tasks)

- Ability to deal with senior stakeholders across different time zones ( Mumbai support Risk Managers in Asia and EMEA)

- Global Coordinator for : BCBS 236 Fully Complaint, EUDA consolidation, SPD, FDSF

- Lead JIRA implementation for MR for Issue tracking

Decision-making and Problem Solving

- Analysis and problem-solving skills in delivering solutions that are required by Clients

- Ability to steer the solution building process based on a strong understanding of the market risk infrastructure and the VaR production processes

- Risk and Control Objective [This section is mandatory for all role profiles and must not be deleted]

- Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise-Wide Risk Management Framework and internal Policies and Policy Standards.