Front Office Risk Role - Risk Advisory & Regulatory Capital Analysis - Investment Bank

Role & Responsibilities :

- The role is with GM Front Office Risk team and encompasses work around Risk Advisory and Regulatory Capital Analysis.

- Incumbent should have good knowledge about FI and EQ products and would be required to work on understanding the various trading positions taken by GM traders and provide summary to FO Risk Management

- Incumbent will need to interact with Regional FO Risk team, Trading, Market Risk and Finance to understand trading desks view behind taking some specific positions and the PnL impacts of the same.

- In addition to Risk Advisory, the incumbent will also need to work on Regulatory Capital Analysis / Planning and on Impact of new Regulations on GM business in particular FRTB

As part of FRTB analysis :

- Incumbent will be required to liaise and work very closely with the Risk Methodology team so that we can use the models prepared by them for analysis within GM

- Incumbent will be required to run various capital scenario analysis and PnL explain analysis in conjunction with Risk Methodology and Market Risk teams

- Incumbent will be required to analyze the various FRTB capital impact results / PnL explain test results and work with various corporate teams to get any data issues fixed as needed

- Incumbent will be required to participate in various project working groups and drive through the various GM requirements

Key Skills :

- Engineering or similar degree from a reputed college with excellent track record

- 1-3 years of experience in a role dealing with Market / Credit Risk

- Good understanding of Regulatory Capital Concepts

- Strong analytical skills and excel skills

- Excellent communication skills and should be able to drive his / her point across in a multi-regional team

- Any additional qualification like CFA would be added advantage