Manager/Senior Manager/AVP/VP - Market Risk - Bank

Looking for candidates at various levels for the Market Risk function. Experience in Product Control will be a plus.

This role is with one of the global bank's in Mumbai.

Some of the key responsibilities are as follows :

- Perform quality controls on risk input feeds and seek validation from data providers on stale or significant changes in risk figures.

- Driving resolution of data related issues by working in collaboration with IT / Middle Office / Finance / MRM

- Explain significant VaR changes in assigned business lines based on sensitivities, volatilities and correlations.

- Perform analysis of Economic Capital (EC) and Stress Testing calculations

- Production of daily / weekly global and business level risk reports

- Working with Market Risk Managers to test and implement new risk calculation methodologies

Salary Bracket : Open