AVP/VP - Risk Projects - BFSI

Role Purpose:

The person for this role is expected to serve as Subject Matter Expert who can coach and help build the team in analytics space with a view to running more projects out of Mumbai.

This is an Analytical Role with heavy involvement in understanding and working with measures like VaR, Expected Shortfall, EE, RWA. Working on regulatory text interpretation to understand the requirements. Analysing the impact of various regulations from US & UK on the systems and processes required to fulfil them.

Responsibilities:

Build SME level expertise in Mumbai team

- Act as a coach for the Mumbai team with a view to taking on more substantial strategic projects

- Build expertise in Market & Credit Risk analytics space

- Understand and interpret regulations especially in relation to Stress Testing & FRTB

- Capacity to lead a team of analysts of at least 10 people who work on multiple projects and initiatives

- Produce high quality business requirements document and a capacity to monitor others with the same level of expectations

Skills:

Extensive knowledge of complex areas such as Pricing, Grading, Monte Carlo or VaR concepts - MUST

Strong data interrogation and warehousing experience and analysis skills (Excel/Access/VBA/SQL) - MUST

Education:

- Educational background to be from Tier 1 institutes only

- Either CFA / FRM candidate (Level 1 should be cleared & not appeared; can be pursuing rest of the course)