VP - Market Risk Reporting & Analytics - Bank

VP - Market Risk Reporting & Analytics - Global Bank

About Our Client :

Our client is one of the largest Global Banks with demonstrated strengths in Commercial, Retail & Investment Banking. They are in the process of growing their Market Risk function in Bangalore and are looking to hire a seasoned professional having solid experience within Market Risk Management & Reporting.

Job Description :

Reporting into the Head of Market Risk Management, you would manage the market risk analytics team comprising of Traded, Non traded, committee reporting, Data Quality, Risk Engine Maintenance and Change Team. The team produces daily, monthly quarterly risk reports that are distributed to Markets Risk, Senior Management and Regulators along with providing SME analytical support to product managers and management for Traded Market Risk & Non Traded Credit/Liquidity Risk reporting

Some of the activities performed by the team are as follows :

- Calculate and publish various risk factors such as VaR, EaR, DV01,CR01, Mar VaL and NPV for Non traded books across Asia Pacific, Europe and America

- Analysis and investigation of various metric like Delta, Gama, Vega, VaR, DV01, Par-DV01 and others

- Publish FTP rates for Asian markets, and various other rates such as Cash rate, CABI and CIR for Asia NT books

- Publish daily risk reports with commentaries for six different commodities

- Support for Markets Credit team: Publish daily, monthly, and quarterly risk reports with commentaries

- Generate and publish regulatory liquidity reports for the Group and individual countries along with preparing ALCO and Risk packs for individual countries.

- Act as primary contact point for all Audit (Internal & External) and Regulatory queries

- Providing day to day monitoring of risk measures, limits and thresholds for active market risk and liquidity management

The Successful Applicant

As a Successful Applicant, you will have the following qualifications :

- Have a Masters Degree in Statistics/ Economics/ Management

- 10+ Years of relevant experience along with solid understanding of market risk factors & reporting (VaR, EaR, DV01,CR01, Mar VaL, NPV) along with experience of managing teams

- Certifications like FRM, PRM would be an added advantage

- Excellent experience in publishing daily risk reports along with commentaries

- Good understanding of Excel, VBA, SQL, Access, etc

- Excellent communication skills and demonstrated executive presence along with ability to lead team

What's on Offer

Excellent Opportunity to work with one of the largest Global Bank that is known to encourage Work Life Balance and promotes International Mobility