Risk Senior Specialist, AVP
Your key responsibilities
This is a Lead role for the Capital Release Unit (CRU) and CPM covering primarily below responsibilities:
- Manage the CRU Book of Work of the team, provide backup coverage for CPM business
- Timely risk validation and sign-off by working closely with production team based out of Pune
- Review and understand the historical simulation VaR, SVaR and other metrics such as Economic Capital (EC), FRTB and Backtesting (outlier analysis), including staying abreast of the development of this metric and related drivers
- Ensure that all control checks are in place and followed by the team so that the reports generated have correct information
- Understand Market Data time series and how to assess the impact of new time series on each metric
- Facilitating better risk analysis by improving on existing process and standardizing wherever possible.
- Tactically automating reporting infrastructure and work with IT teams for strategic automation
- Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information at a level for senior management consumption
- Perform analytical analysis of our limit to generate proposals for limit changes and for new limits
- Support the analysis and communication of business portfolio level topics to senior management and their committees
Your skills and experience
- University degree in Finance, Economics, Mathematics or other quantitative subjects. A certification in risk (FRM or similar) will be a big plus.
- 5+ years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, Valuations, etc. will also be considered).
- Working knowledge of Python/VBA, Tableau will be added advantage. A bent towards adoption of Artificial Intelligence is required.
- Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC.
- Current or previous work-ex in similar area will be a plus (Credit/CPM/CVA).
- Excellent stakeholder management skills and communication skills; ability to articulate technical and financial topics with global stakeholders.
- A reliable team player with the motivation to work in a dynamic, international and diverse environment.
- Able to multi-task and deliver under tight deadlines.
- A committed and motivated individual for self-development and growth.
How we ll support you
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
