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Vice President - Market Risk

Bengaluru, KA
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  • Banking & Finance
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Job Details

Firmwide Market Risk works closely with the Market Risk teams aligned to each Line of Business and other partner teams including Risk Reporting, Risk Policy, Regulatory Risk, Market Risk Middle Office, Business Middle Offices, Control & Oversight and Model Review to perform market risk analysis, to set market risk policy and a consistent framework for Market Risk across the firm, and to share best practices across LOB Market Risk teams.Firmwide Market Risk Analysis is part of the Firmwide Market Risk organization and is responsible for analysing and providing quantitative and qualitative analysis around the firms consolidated risk profile to Senior Management in the organisation. Additionally the teams mandate is to develop tools and analytical capabilities to support the Market Risk organisation in understanding and explaining key statistical and non-statistical risk measures.ResponsibilitiesPerforming relevant market risk analyses across the risk profile of the business of the firm.Partnering with Market Risk coverage groups across businesses to develop new tools and metrics to make the important risks and P&L drivers more transparent to senior management.Using knowledge and understanding of risk profiles to provide explanations to senior management on significant risk drivers across portfolios.Interacting periodically with Market Risk teams to understand Value-at-Risk, Stress and risk sensitivity drivers.Participating in a wide range of on-going and new projects with Risk Management, Finance, Technology, Valuation, Quantitative Research, Model Review Group, Basel Groups.Leading efforts on operating efficiently and improving processes while maintaining a strong control environment.Establishing a delivery focussed approach in the team to ensure critical reports have met quality and timeliness standardsQualifications *Strong understanding of Equities, Fixed Income, FX and Commodities products, securities and derivatives.Strong understanding of Value-at-Risk, Stress and risk sensitivities. Understanding of financial regulatory and policy requirements.Ability to run and lead projects from design, implementation and delivery. Ability to work independently in highly demanding environments and to make clear recommendations to senior risk managers.Experience in market risk management or trading team is preferred.Excellent academic background (preferably Economics, Finance, Engineering, Mathematics or Physics). B.E./ BTech & MBA/ MSc or equivalent required.Application skills advanced Excel required. VBA, R and/or Matlab required.Strong analytical and problem-solving skills with good attention to detail.Inquisitive nature with an eagerness to investigate and fully understand products, processes and issues.Clear oral and written communication, and strong interpersonal skills.Ability to challenge efficiency and drive forward on change and innovation of processes10 years experience primarily managing teams in financial services, with focused experience in either risk, product control, and/or finance, with solid technical experience
Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 10-15


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