AVP - Risk Analyst - BFSI

Hexagon is a talent acquisition firm with a broad spectrum of solutions including Executive Search, Selection, RPO and HR advisory services with a strong focus on the IT (Information Technology) and BFS (Banking & Financial Services) sectors. Founded in 2004, Hexagon has grown to be a preferred talent acquisition partner for globally respected MNCs and high growth Indian organizations.

We are searching for:

AVP - Risk Analyst

- Strong mathematical and statistical background

- Good understanding of VaR concepts, valuation and margining approaches and methodologies

- Good knowledge of rates, FX, commodities, equities and credit business areas and products

- Understanding of risks both on trade and portfolio level

- Experience in review and Validate Daily / Monthly Stress Test Reports to be used by senior EMG and CRM Analysts

- Previous experience with margining approaches and methodologies (exchanges, central clearing counterparties - CCP)

Key Responsibilities :

- Leading the team within EMG on the Uncleared Initial Margin project and Stress Testing to ensure regulatory and business requirements are met

- Liaising with other areas of the project, in particular Market Risk and Front Office

- Review and Validate Daily / Monthly Stress Test Reports to be used by senior EMG and CRM Analysts

- Performing methodology governance and validation (including backtesting)

- Establishing new governance procedures around the calculation of uncleared IM

- Documenting new processes and procedures relating to uncleared IM and Stress Testing

- Communicate updates and results to senior management within Risk and the Business

Years of experience: - 6 -9 years of post-qualification experience (Graduation - BE/BTech only )

- CFA/FRM is plus