AVP - Market Risk Reporting - BFSI (8-15 yrs)
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 )
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