Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
14/03 Anshul Bangia
Partner at Symphoni HR

Views:3268 Applications:90 Rec. Actions:Recruiter Actions:28

Senior VP/Junior ED - FRTB & Market Risk Management Lead - Bank (10-20 yrs)

Mumbai Job Code: 675328

Our client - a leading global bank is looking for a Senior VP / ED for leading the India hub Market Risk activity.

The role will be responsible for the build-out of the function and provide local leadership (lead a 15+ member team) to the Market Risk function in India.

The role will look at governance and administration of the India market risk hub, developing & implementing India location and people strategy.

Functional responsibilities will include

- Leading market risk analysis (per Basel 2.5 FRTB rules)

- Explaining market risk drivers (VaR, stress, risk sensitivity, FRTB capital, etc)

- Drive development of tools and metrics

- Oversee commentary (on position, market moves, trading strategy changes)

- Onboard new product/desk (onto FRTB framework)

- Engage with management and stakeholders (teams in Risk Mgmt, Finance, Technology, Valuation, QR, Model Review and Basel Groups).

The candidate should have 10+ years of experience in relevant valuation control and/or market risk leading a team of 15-20 members, with education in a numerate field from a Tier 1 school,

- have good understanding of FRTB / Market Risk regulatory environment,

- be proficient in Python and/or VBA, with knowledge of P&L Explain and VaR.

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

Add a note
  • Apply
  • Assess Yourself
  • Save
  • Insights
  • Follow-up
Something suspicious? Report this job posting.