Manager/Assistant Vice President - Market Risk Reporting

As a AVP (Team Lead) for the risk reporting team, the key expectation is to take responsibility for processes assigned which includes :

- Managing the daily operational process of validating the Time Series (TS) for CCR,

- SME & Lead for Market Data Time series, VaR Production, Back testing, Stress Test Reporting, FDSF, Volker Reporting

- As a Lead the expectation will be to work closely with a variety of stakeholders including front-line desk risk management.

Your Role :

- Responsible for Leading and providing local oversight of the production team ( Business Line / Functional Team) in Pune.

- Responsible for operational management of daily deliverables,

- Ensure timely VaR sign-off ( Flash/Finals/ etc ) and other deliverables based on frequency

- Ensure any data quality gap is overcome by means of effective dialogue with internal and external team members.

- People Management for a team size of 5-8

- Lead & SME for Time Series Market Data & Business Line/ Non Business Line Team and responsible to ensure timely MR reporting

- Monitor, escalate any production gaps (people issues, system issues) to the management team or IT.

- To provide business requirements for any new development or fixes to the Market Risk Projects team or IT and to sign off test results.

Essential Skills :

- Bachelor's degree in an analytical area from a reputed Tier 1 institution is required. Candidate must have an analytical/quantitative bent of mind.

- Good knowledge of Risk, especially Market Risk concepts and methodologies

- Experience in building, managing, and improving processes.

- Prior experience in the Market Risk Reporting is preferable

- Deep knowledge of Risk Measures, sensitivity-computation methodologies would be an advantage.

- Proficient in the use of IT Systems; ability to quickly come up the curve on in-house systems.

Desirable Skills :

- Masters Degree in a quantitative discipline ( Financial Engineering, Financial-Math) is preferable

- Proficient in programming languages - Excel VBA, SQL ( Preferred )

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