We offer :

- Deep understanding of dynamics of market data inputs, trade attributes and market risk sensitivities required for analyzing VAR/ERC/IRC movements.

- Ensure completeness of the underlying sensitivity data; perform exception clearing and necessary data adjustments.

- Review and Validate material day- on-day changes in underlying risk sensitivities.

- Liaise with respective IT and support teams to resolve any data related issues.

- Review and Validate material day-on-day changes in calculated risk measures (VAR/ERC/IRC), accurately attributing to input data changes identified by Market Risk Data Management and Control Team, market data changes in time series and risk computation methodology changes.

- Provide accurate and meaningful commentary to highlight driver(s) of material calculated risk measures (VAR/ERC/IRC) in validation templates.

- Notification to Market Risk Reporting and Analytics team on a possible delay, reason of delay and ETA on completion of Market Risk measures validation process.

- Perform Market Risk Data Quality Management to capture Time Series data / methodology issues if any. Inform and/or raise to appropriate teams, and follow up on remediation plan on time.

- Understanding front-to-back data flows and system architecture.

- To participate in the roll out of improvements in risk systems, processes and data feeds as well as giving to various tactical and strategic projects and

- Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions.

You offer :

- You have strong product and risk knowledge from at least 2-4 years' experience in an investment banking environment

- You have deep knowledge of market risk concepts, internal models and standard rules

- You are a Graduate or Post-Graduate in Finance /Statistics/ Economics/ Sciences and Mathematics

- You have completed or currently taking the CFA or FRM qualifications would be desirable

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.