AVP - Market Risk Reporting - BFSI

Job Title : Market Risk AVP

Location : Pune

What will you be doing ?

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

- Responsible for operational management of daily deliverables,

- 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 10

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

- 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.

- Subject matter expert on RIS Market Data and VaR processes; responsible for training of new joiners in RIS Team,

What we are looking for :

- Good knowledge of Risk, especially Market Risk concepts and methodologies

- Prior experience in the Market Risk Reporting is preferable (Times Series, Credit MR)

- Deep knowledge of Risk Measures, sensitivity-computation methodologies would be an advantage.

- Proficient in the use of IT Systems; ability to quickly come up the curve on in-house systems.

- Proficient in programming languages - Excel VBA, SQL (Preferred )