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17/07 Shahista Malim
Consultant at Black Turtle

Views:3140 Applications:78 Rec. Actions:Recruiter Actions:48

Manager/AVP - Market Risk - Investment Bank (5-12 yrs)

Bangalore Job Code: 594303

We have an opportunity with one of the Investment Bank for the role of Market Risk.

Position- Manager/ AVP

Location- Bangalore

Job Description:

- Preparation and analysis of accurate and timely daily market risk and Consolidated reporting and analysis, for MI and regulatory purposes with a global remit e.g. sensitivities, VaR, Stressed VaR (SVaR), Incremental Risk Charge (IRC), etc. The main customers of the consolidated reports are the Regulatory Finance team (for capital & RWA reporting) and senior market risk management

- Analytical review and explanation of movements to stakeholders (60% analytical review, 40% reporting) on reporting supported out of the offshore team.

- Consolidate Risk Management Committee packs

- Review & monitor limit mandates

- Model Performance review - specifically VaR back testing, hypothetical portfolio back testing. Preparing back testing packs for Europe & Middle East region and providing inputs to the Global pack.

- RWA reporting - MI pack for Market Risk RWA requirement

- Assisting the team in coordinating and following up with sign off from Market Risk managers of respective desks and/or regions.

- Computation of Maximum Stressed VaR period, globally.

- Ad hoc regulatory projects (Stress testing, FRTB, HPE etc)

- Continuous process improvement.

Knowledge, Skills and Experience requirement

- Qualification in finance, accountancy, business management or previous experience in risk management (Market Risk ) is essential.

- Highly competent in the production of information, and the ability to process and analyse large volumes of data.

Experience in Stressed VAR

- Excellent communication skills

- Excel and VBA skills are a pre-requisite

- Ability to work under pressure and to tight time-lines is essential

- An understanding of market risk measures such as present value of a basis point (PVBP) and VAR, or detailed understanding of the valuation of capital markets and derivative products is desirable.

Shahista Malim

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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