The MRI Team is part of the overarching Market Risk Management
MRI is responsible for Market Risk Exposure Metric Validation; assisting Risk Managers (RM) in overriding data where necessary as part of Adjustments/overrides; Risk Limit Management; Driving data management strategy for Risk and helping develop data architectures; and Risk Reporting for various Senior Risk Management, KSMMs, Business and Regulatory reporting
Divisional Overview:
The Risk Management Division encompasses the firms comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm
The division is responsible for effectively managing the firms risk-return profile, which ensures the productive deployment of the firms capital
It is one of the firms core competencies and is independent of the trading areas and operational areas
Business Unit Overview:
The MRI Team is part of the overarching Market Risk Management
MRI is responsible for Market Risk Exposure Metric Validation; assisting Risk Managers (RM)
in overriding data where necessary as part of Adjustments/overrides; Risk Limit Management; Driving data management strategy for Risk and helping develop data architectures; and Risk Reporting for various Senior Risk Management, KSMMs, Business and Regulatory reporting
Role Responsibilities:
- Support T+1 sign off process
- Analysis of data, resolution of breaks and clean-up of existing data
- Implement data quality processes around all data inputs and outputs to and from Risk Management systems
- Experience in understanding developing target-operating models aligned with the Business
- Supervisory controls and governance
- Produce weekly Management updates key metrics
- Active participation in implementation of regulatory deliverables like BSBS239, FRTB etc
Domain
- Understanding of Market Risk and risk measures like VaR, IRC, SVaR etc
- Understanding of financial products
- Proficient in writing SQL/oracle queries and VBA
- macros
Proficiency in Business analysis and operational activities
- Strong Analytical skills
Excellent communication skills both Written / verbal must
Strong team player and quick learner
- Work with various stake holders including business , IT, Change Management etc
Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.