Vice President/AVP - Market Risk/Model Validation - Investment Bank

We have a job opportunity for VP/ AVP Market Risk Model Validation in a leading Investment Bank.

Location - Mumbai

NOTE - URGENT

Job Brief-

1. Lead relevant market risk analyses for current Basel 2.5 and future Fundamental

- Review of the Trading Book (FRTB) rules for LOBs and across the risk profile of the firm.

2. Drive explanation of key market risk drivers (VaR, stress and risk sensitivity, FRTB capital, etc) with understanding & supporting commentary around the position and market moves, trading strategy changes and FRTB rule or implementation changes

3. Drive partnership with Risk groups across businesses to develop new tools and metrics (e.g. making key risks and P&L drivers more transparent, refining current FRTB calculation capabilities, etc)

4. Drive partnership across teams to onboard new products & desks onto the FRTB strategic capital calculation framework

5. Use knowledge and understanding of risk profiles to build and provide tactical support to management on significant risk drivers across portfolios

6. Participate in a wide range of on-going and new projects with Risk Management, Finance, Technology, Valuation, Quantitative Research, Model Review Group, Basel Groups.

7. Constantly focus on operating efficiently and improving processes while maintaining a strong control environment.

8. Daily management of processes to ensure functions are performed accurately and within required timeframes

Essential skills, experience, and qualifications:

- Significant relevant valuation control and/or market risk experience (10+ years)

- Strong knowledge and a keen interest in financial markets and derivative products

- Strong quantitative and analytical skills, with a post-graduate degree in mathematics or finance

- Ability to establish new functions, associated processes and drive innovation

- Ability to run and lead complex projects from design, implementation and delivery

- Ability to work independently in highly demanding environments

- Excellent partnership and team management skills, with ability to work closely with the various Risk and business/functional teams and provide a single interface locally

- Good understanding of FRTB and relevant Market Risk regulatory environment

- Strong organizational, control, project management, communication and negotiation skills

- Python and/or VBA skills

- Knowledge of P&L Explain and VaR and how to use and interpret sensor data.

If you find job opportunity is suitable for you then please revert with your updated resume along with below mentioned details:

Years of experience into Market Risk Model Validation -
Current CTC -
Exepected CTC -
Notice period -
Direct reportees or IC role -
Reporting to (Only Designation) -

Priya
Senior Recruiter