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25/05 HR
Managing Director at Edge In Asia Recruitment Private Limited

Views:97 Applications:28 Rec. Actions:Recruiter Actions:0

Lead - Market Risk Reporting - Investment Banking (5-10 yrs)

Mumbai Job Code: 1100881

One of our clients who is a leading investment banking firm with presence across globe, planning to expand market risk reporting team in Mumbai. Hence, actively looking to hire candidates with at least 5+ years of hands-on risk reporting (credit/market risk) within an investment bank or associated consulting firms.

Some of the key responsibilities will include:

- Participate in tasks across the breadth of services from front to back, cross team collaboration to learn about Front office -data governance process and market data update function.

- Seek to perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary.

- Perform analysis using the VaR engine to quantify impacts of versioned updates to the market data set and project releases.

- Evaluate quality and suitability of existing source data, mappings, and instrument type categorizations and associated rules (including benching decisions).

- Collaborate across the team to work on current book of work items such as data quality issue resolution, front to back source data alignment.

- Identify areas of weakness in processes/systems and ensure that these are captured in the change management system.

- Liaise with market data and other risk systems IT support to specify and test system improvements.

To be eligible for this role you will require:

- Qualified degree in the field of mathematics or finance / accounting or engineering.

- Experience in the field of Credit / Market risk (Preferably in the banking sector).

- Proficient in financial products across different asset and risk classes, the various risk factors (aka risk types) and the associated market data.

- Conceptual understanding of different VaR models and impact on VaR due to market moves.

- Experience on working with external data providers such as Bloomberg / Reuters / Markit.

Women-friendly workplace:

Maternity and Paternity Benefits

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