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03/09 Harpreet Kaur
Intern at eClerx

Views:3122 Applications:59 Rec. Actions:Recruiter Actions:51

eClerx - Associate Program Manager - Risk Reporting - Financial Services Vertical (14-21 yrs)

Pune Job Code: 738808

Job Description - Risk Manager

Vertical - Financial Services Program

Role - Market Risk

Level - APgM

Reporting Manager - Associate Principle/ Principle

Location - Pune

Skills / Experience Required: 

Must have:

- Sound understanding of risk management in market risk, credit risk, liquidity risk, and stress testing for Rates, FX, Equity, Commodities.

- Knowledge and experience in the following: MTM, Basel II / III, Dodd frank, FRTB, BCBS 239, Counterparty CR, Risk reporting, VaR/CaR methodology, capital calculations, and potential exposure

- 6+ yrs of experience in business analysis, data management, change, consulting, or process management in risk, preferably within Investment Banking environment

- Experience in presales support for Risk services in Investment/Private Banking

- Understanding of systems, delivery lifecycles and delivery methodologies working with global teams; experience with offshoring and outsourcing

- Knowledge of probability theory, statistics, econometrics and numerical analysis.

- Excellent communication, listening and interpersonal skills with the Executive Presence to present and lead client meetings with senior internal and external stakeholders

- Ability to understand and analyse complex problems, methodically devise and present a solution, and apply sound judgment independently

- Ability to work in a dynamic environment and in a global team structure

- Well-organized with ability to prioritize effectively and multi-task, while working independently. Track record of coping with aggressive timelines and deliverables.

- Thorough professional with strong ethics, 'team player' attitude and mature mind set

- Strong attention to detail and accuracy/timeliness of delivery

Good to have

- CFA (good to have) or FRM (Must) qualifications

Technology Competencies Must have - Microsoft Office (Excel, PowerPoint, Word, Outlook)

Good to have - Excel Macro Development and Testing,

- Microsoft Access, Database Management,

- Process mapping tools (Igrafx, MS Visio)

Roles & Responsibilities

Job Responsibilities

- Manage the process of validating the data feeding the risk systems. Ensure timely publication of VaR and other risk measures

- Analyse risk scenarios and benchmark risk profiles for new products.

- Calculate risk associated, measure value at risk (VAR), and manage market risk exposures (Delta, Gamma and Vega risks) for derivative strategies. Analyse variances and explain underlying changes.

- Monitor and escalate issues to senior management attention

- Liaise with IT / Change departments to drive improvements in the process and make it more robust and scalable

- FRTB :The Fundamental Review of the Trading Book (FRTB) - FRTB is loosely defined as a set of proposals by BCBS =-Basel Committee on Banking Supervision as framework for the next generation market risk regulatory capital rules for large, internationally active banks.

- Effective stakeholder management; interact with a diverse audience from senior management to risk management committees and non-risk forums

Women-friendly workplace:

Maternity and Paternity Benefits

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