Market Risk Advisor - BFSI

Market Risk Advisor

Key Responsibilities :

- Advise Banks and Capital Market Institutions on a wide range of Market Risk Management topics.

- Partner with global deal teams in selling, shaping and solution development of client deals by providing subject matter expertise on market risk related topics.

- Liaison with offering development group to shape thought capital around current and emerging risk management topics and contribute to development of Points-of-View on Risk trends and issues.

- Help build risk practice by conducting interviews for recruitment both laterally and through campus.

- Help in training and nurturing talent on risk related topics.

- Support practice development through various support activities like staffing, quality management, capability development and knowledge management.

- Build strong relationships with global Risk Management teams, and further develop existing relationships based on mutual benefit and synergies

Experience Required :

- 1-7 years risk management experience at one or more Financial Services institutions (Universal/Investment bank or Broker-Dealer), Rating Agency or Professional Services / Risk Advisory with significant exposure to one or more of the following areas :

- Market Risk Measurement and Management related topics including operational processes, technologies, modeling approaches, risk aggregation and reporting.

- Hands on experience in VaR Calculations for variety of financial instruments across Currencies, Credit, Commodities, Rates etc.

- Experience in helping institutions on Basel II/III related topics including the concept of Incremental Risk Charge (IRC) for migrations & defaults.

- In-depth understanding of new/ evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards.

- Liquidity Risk Measurement, Reporting and Management

- Functional design and database modeling for risk management systems and applications

- Familiarity with lending products and/or financial instruments across equity, fixed income, derivatives and securitization space

- Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, EU, etc.). Knowledge of Basel II/ III principles and practice, Dodd Frank, ICAAP, MIFID etc.

- Hands on experience across a range of risk platforms and technologies/products such as Bloomberg, Reuters, Sungard, Murex, etc

- Experience in third party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms preferred.

Other Requirements :

- Masters in Business Administration with specialization in risk.

- Strong project management skills and demonstrated experience in managing teams across functions and geographies

- Exposure to working in globally distributed workforce environment including offshore model

- Willingness to travel 25-50% of the time

- Strong academic background. Industry certifications such as FRM, PRM, CFA preferred

- Excellent communication and interpersonal skills

- Transferable work permit for countries like US, UK.

Others : Global Travel