AVP - Risk Management - BFSI

AVP - BFSI

- Bank/Financial/Insurance investments within the Basel III Capital Regime.

- Liaise with IT/Project manager.

- Validate risk information and resolve possible gaps and ensure that the position data is comprehensive and meets the business requirements.

- Attend meetings with project stakeholders.

- Report Analysis : Ensuring that properly reviewed and evaluated figures for daily PRA & FINMA and FED reporting, look through report and own holdings report, weekly FINMA reporting for Financial Accounting. Perform UAT testing.

- Identify and report data quality issues by interacting with RFDAR.

- Preparing documents for regulatory compliance, Running simulation and scenarios for regulatory netting rules as required by FINMA, PRA and FED. Run ad-hoc analysis using prototype using Excel / VBA

- Understanding of VaR and other risk management methods (Greeks, Scenarios, - )

- Derivatives knowledge