AVP - Risk Management Reporter - BFSI

AVP - Risk Management Reporter

Part of team of analysts supporting the reporting (including VaR, Position Risk ERC, Allocated Capital and sensitivities), limit monitoring and backtesting preparation.

- Work with the cross functional reporting team to improve efficiencies across reports and analytical tools as well as the development of further tools.

- Face off to key stakeholders across MRM, RFDAR, Risk IT and Finance

- Production and distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issues

- Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.

- Ensure that the risk reports are accurate and complete along with the implementation of improved controls.

- To participate in the roll out of enhancements in risk systems, processes and data feeds.

- VaR, ERC, Exposure & Sensitivity Limit Monitoring

- Monitoring of VaR, ERC, Exposures and Sensitivities against limits globally across all business lines

- Reporting of and explanation of limit violations to senior management; Escalation and resolution of limit breaches

- Calculation and reporting of CS Group Position Risk ERC (99%), including analysis of portfolio changes and ERC composition over the reporting period

- Preparation of the weekly executive board report which represents a snap shot of key risk limits and usage Testing of new methodologies, parameters and system changes

- Ownership of reporting business hierarchy and liaison with relevant teams as and when reorganisations occur, includes requirement to adjust historic ERC usages for new business structures

- Development / improvement of reporting processes and infrastructure including control aspects

- Adhoc business and senior management requests, e.g. analysis of ERC usage, ERC concentrations