Job Description - Risk Manager Vertical - Financial Services Program Role - Market Risk Level - APgM Reporting Manager - Associate Principle/ Principle Location - Pune Skills / Experience Required:&nbsp; 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 &amp; 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

Pune

eClerx - Associate Program Manager - Risk Reporting - Financial Services Vertical 

eClerx - Associate Program Manager - Risk Reporting - Financial Services Vertical  ,Job Description for eClerx - Associate Program Manager - Risk Reporting - Financial Services Vertical  in eClerx in  Pune for (14-21) years of experience. Apply Now!

Job Description for eClerx - Associate Program Manager - Risk Reporting - Financial Services Vertical  in eClerx in  Pune for (14-21) years of experience. Apply Now!