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Corporate Risk - Risk Reporting - Market Risk Reporting - Analyst

1.00 to 7.00 Years   Bangalore   23 Jul, 2020
Job LocationBangalore
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaSales / BD
EmploymentTypeFull-time

Job Description

Risk Management Analyst Market Risk ReportingRisk Reporting & Middle Office, a group within Risk CFO Organization, is responsible for providing reporting and analysis to internal Risk Management; monitoring controls and the quality of risk data, and accountability for the management and execution of key reporting projects. Examples of the groups work include the preparation of periodic overviews of Firmwide VaR and Economic Stress Tests results for the Firms Board of Directors. Producing daily, weekly & monthly risk/ financial overview reports which are used by the firms most senior management to monitor firmwide risk profiles. Performing daily, monthly and quarterly VaR backtesting for 10Q, Basel 2.5 and various Legal Entities. Reporting the Firms external disclosures, i.e. Quarterly Press Release, and Form 10-Q/10-K filings. This role is part of the MRR group and lies specifically within the Market Risk Reporting Backtesting team (MRR Backtesting). The team is responsible for performing daily, monthly, and quarterly VaR backtesting. The team also has development and project management responsibilities for initiatives within MRR and aligned with stakeholders outside the group. MRR Backtesting liaises with Market Risk Technology, Market Risk Basel Group, Product Controllers, Market Risk Coverage, Basel Measurement & Analytics team, Model Review Group and Market Risk Middle Office throughout the backtesting process. This role is part of the Production Team. As an Analyst within Market Risk Reporting Production Team you will:

  • Produce daily, monthly and quarterly VaR backtesting/MRR reports distributed both internally and externally
  • Maintain and update reporting templates, sustain and review data sources including the maintenance of data queries and other aspects of the MRR reporting infrastructure.
  • Identify data quality issues and liaises with the appropriate stakeholders to resolve issues
  • Maintain procedure documentation for all regularly-performed tasks
  • Support the control processes for distribution of reports through periodic verification and recertification of the reports
  • Produce operational metrics to capture issues and improvements of the reporting control environment and processes
  • Develop understanding of the products and business activities across the Firm s lines of business that generate market risk
  • Coordinate with various stakeholders (PC, MRC, QR & MRBG ) as part of BAU
  • Coordinate with Market Risk technology for automation projects
Qualifications
  • Finance major preferred
  • Strong data analysis and analytical skills
  • Skilled with using Microsoft products; strong MS Excel skills and ability to troubleshoot and develop VBA preferred
  • Good written and verbal communication skills
  • Self-motivated and comfortable working with large amounts of data
  • MBA degree required
,

Keyskills :
market riskdata qualitymusic makingdata analysismiddle officepress releaserisk managementsenior managementproject managementmicrosoft productscontrol environmentverbal communication

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