We are hiring for Market risk role with a leading investment bank.
Exp : 4-7 yrs - Manager
Location : Mumbai
Role & Responsibilities :
- Analysis of changes in portfolio Market Risk Metrics including VaR, IRC and measure hedge efficiency of the portfolio.
- Responsible for Time series update across different asset classes to support VaR calculations
- Monitoring the movement in VaR due to market data set updates and detecting potential Spikes/Unusual moves in data
- Provide daily risk sign off on drivers and limits on MR RWA for xVA Trading Desk In collaboration with Risk team.
- Liaise with Traders to identify key risks and monitor risk exposures, understand the factors that steer the risk.
- Perform risk analysis, quality controls and sign-off for CCAR and weekly full-reveal SFRC results.
- Managing several critical reporting and governance routines for stakeholders such as external regulators and internal risk managers.
- Liaising closely with the business and other support functions to ensure risks are within firms risk appetite and correctly captured.
- Interface with stakeholders like IT/Risk Managers/Methodology team, and document processes and procedures.
- Develop new reports and analyses to support accurate stress testing results.
- Assist in the setup, configuration and implementation of recent and upgraded risk management systems.