Vice President - Data Quality/Assurance & Reporting - Market Risk - BFSI

Designation: Vice President-Market Risk Data Quality Assurance and Reporting

Roles & Responsibilities:

- Represent Data Management - Market Risk team in various data quality management related, change, IT, and models and methodologies forums in support of enhancements in risk systems, data feeds and related processes.

- Take a lead role in driving various internal and regulatory initiatives like FRTB for data management and reporting

- Develop data quality validations, control model and reporting framework to ensure complete, timely and accurate data using SA and IMA approaches

- Coordinate with IT, Data Management, QAT, Change and Risk Reporting teams in assessing business requirements to improve front to back infrastructure in support of market risk measure production

- Seek to identify and track data quality issues, drive remediation and provide regular updates to senior management

- Validate Input Data like risk sensitivities and Calculated Output data like VAR, ES, IRC, DRC, RRAO etc. using SA and IMA approaches by performing variance and impact analysis, understanding models and methodologies, portfolio analysis, market moves, reconciliation with finance data etc.

- Assist with the development and testing of tools in support of sourcing, aggregating, validating and explaining market risk data and risk measures

- Work closely with the Market Risk Managers, IT, QAT, Controllers, Operations and your counterparts in other regions.

You are expected to possess the below:

- Detailed understanding of market risk concepts, internal models and standard rules with control approach.

- Outstanding analytical skills, knowledge of various financial products/asset classes

- Graduate or Post Graduate in Finance/Statistics/Economics/Science / Mathematics.

- 10 -15 years of experience in a financial services institution / consulting in a similar role

- Completed or currently taking the CFA or FRM qualifications would be desirable

- Can manage workload and thrive under pressure

- Proficiency with Excel VBA, Python, Tableau, and Qlik will be a plus

- Proficient in financial Greeks and their relation to financial products and derivatives used in the calculation of various risk measures, market risk methodologies, VAR etc.

- Ability to do partner management and project delivery/execution skills

- Dedication to fostering an inclusive culture and value diverse perspectives.