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07/10 Akshay
Recruiter at Black Turtle

Views:2711 Applications:195 Rec. Actions:Recruiter Actions:57

Market Risk Reporting Role - BFS - IIM/ISB/MDI/FMS (1-15 yrs)

Pune Job Code: 621649

Key Accountabilities :

- Responsible for Leading and providing local oversight of CRIS 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.

Stakeholder Management and Leadership :

- Liaise with the CRIS onshore teams, Risk Managers as well as with the relevant Change/IT teams for various key initiatives ( Tactical and Strategic Change, BAU escalations and Control tasks)

- Ability to deal with senior stake holders across different time zones ( CRIS Mumbai support Risk Managers in Asia and EMEA )

- Global CRIS Coordinator for : BCBS 236 Fully Complaint, EUDA consolidation, SPD, FDSF

- Lead JIRA implementation for CRIS MR for Issue tracking

Decision-making and Problem Solving :

- Analysis and problem solving skills in delivering solutions that are required by Clients

- Ability to steer the solution building process based on strong understanding of the market risk infrastructure and the VaR production processes

Risk and Control Objective :


Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Policies and Policy Standards.

Person Specification -

- 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.

- Highly motivated, energetic individual with a strong process engineering and quality control focus.

- Comfortable liaising with the department's wide range of business partners that span globally,

- Strong problem solving skills and attention to detail.

- Depth in People Management

- Excellent communication skills

- Team player and lead - willing to take on incremental responsibilities.

- Ability to cope with change and very tight deadlines

- Local SPOC to liaise with both Internal & External Audits to make sure that appropriate Controls are in place

- Ensure the Market Data / Risk measures function is compliant with all Regulatory requirements in terms of both timeliness as well as accuracy

- Ownership of the quality of the control checks on the processes

- Ownership of implementation of all proposed Risk Controls like the RCSA in a timely manner in the entire market data space

- Ensure complete adherence of the team to all internal Policies and Standards at all times

Desirable skills/Preferred Qualifications :

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

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

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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