Market Risk AVP - FRTB
Mumbai, India
6d ago

What will you be doing?

  • Drive improvement in the bank’s FRTB processes and results
  • Support FRTB QIS processes and review results to be submitted externally
  • Review and analyse FRTB results and communicate outputs to various stakeholder
  • Produce FRTB impact analysis at desk and trade level for senior Front Office stakeholders
  • Assist in designing, implementation and maintenance of relevant risk reports for senior management
  • Present data from portfolio point of view to brief senior business and risk managers
  • Assist in analysing top-level risk measures (Stress results, VaR etc) for underlying risk drivers for inclusion in senior management MI on an ongoing basis
  • Monitor and analyse trading portfolios and identify material risk across the portfolio
  • What we’re looking for :

  • Educational background in a quantitative discipline, e.g. Risk, Finance, Business.
  • Analytical and IT skills are required (Excel / VBA) to build tools that will help in carrying out the responsibilities in this role
  • Ability to write clearly and persuasively
  • Self-motivated, takes ownership of responsibilities assigned to him / her
  • Ability to work well in a team
  • co-ordinate work with various teams to deliver results
  • Strong organisational skills
  • Ability to get things done
  • Attention to detail
  • Positive attitude
  • Skills that will help you in the role :

  • Knowledge of FRTB
  • Prior experience in market risk
  • Where will you be working?

  • Mumbai
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