Corporate Risk - Market Risk Reporting - Associate

Job Description

This Associate role is part of the RRMO group and lies specifically within the Market Risk Reporting team. For this role, candidate will be expected to provide support to the Firmwide Market Risk Managers an independent risk group within Risk Management, reporting to the Firm s CRO, which identifies, measures, monitors and controls market risk. Market risk management seeks to facilitate efficient risk/return decisions, reduce volatility in operating performance and ensure that the firms market risk profile is transparent to senior management, the Board of Directors and regulators.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. Additionally the team s mandate is to develop tools and analytical capabilities to support the Market Risk organization in understanding and explaining key statistical and non-statistical risk measures. Responsibilities:

• Prepare & review reports / decks for internal & external consumption. Execute changes where needed (Internal as well as Regulatory asks)

• Manage Start-of-Day process such as Feeds management, maintain and update reporting templates, sustain and review data sources including the maintenance of data queries and other aspects of reporting infrastructure
• Identify data quality issues and liaise with the appropriate stakeholders for resolution
• Coordinate with various stakeholders (PC, MRC, QR & MRBG ) as part of BAU
• Coordinate with Market Risk technology for automation projects
• Develop understanding of the products and business activities that generate market risk
• Explore tools to drill and perform variance analysis for various risk measures like VaR / PnL Anomaly / Drawdown & share high level comments with wider audience
• Constantly focusing on operating efficiently and improving processes while maintaining a strong control environment.

• Ability to execute projects from design, implementation and delivery. Ability to work independently in highly demanding environments and to make clear recommendations to senior risk managers
• Coach junior members in day to day activities

Qualifications & Experience:

• Overall experience of 8+ years in Risk & Finance is preferred with 6+ years in reporting role
• B.E/ BTech/ MBA from premier college or institute. CFA / FRM preferred.
• Strong analytical skills & familiar using Microsoft products; strong MS Excel skills and ability to troubleshoot VBA code
• Knowledge in Agile tools is preferred (Alteryx, Tableau, Python etc)
• Good written and verbal communication skills
• Self-motivated

, This Associate role is part of the RRMO group and lies specifically within the Market Risk Reporting team. For this role, candidate will be expected to provide support to the Firmwide Market Risk Managers an independent risk group within Risk Management, reporting to the Firm s CRO, which identifies, measures, monitors and controls market risk. Market risk management seeks to facilitate efficient risk/return decisions, reduce volatility in operating performance and ensure that the firms market risk profile is transparent to senior management, the Board of Directors and regulators.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. Additionally the team s mandate is to develop tools and analytical capabilities to support the Market Risk organization in understanding and explaining key statistical and non-statistical risk measures. Responsibilities:

• Prepare & review reports / decks for internal & external consumption. Execute changes where needed (Internal as well as Regulatory asks)

• Manage Start-of-Day process such as Feeds management, maintain and update reporting templates, sustain and review data sources including the maintenance of data queries and other aspects of reporting infrastructure
• Identify data quality issues and liaise with the appropriate stakeholders for resolution
• Coordinate with various stakeholders (PC, MRC, QR & MRBG ) as part of BAU
• Coordinate with Market Risk technology for automation projects
• Develop understanding of the products and business activities that generate market risk
• Explore tools to drill and perform variance analysis for various risk measures like VaR / PnL Anomaly / Drawdown & share high level comments with wider audience
• Constantly focusing on operating efficiently and improving processes while maintaining a strong control environment.

• Ability to execute projects from design, implementation and delivery. Ability to work independently in highly demanding environments and to make clear recommendations to senior risk managers
• Coach junior members in day to day activities

Qualifications & Experience:

• Overall experience of 8+ years in Risk & Finance is preferred with 6+ years in reporting role
• B.E/ BTech/ MBA from premier college or institute. CFA / FRM preferred.
• Strong analytical skills & familiar using Microsoft products; strong MS Excel skills and ability to troubleshoot VBA code
• Knowledge in Agile tools is preferred (Alteryx, Tableau, Python etc)
• Good written and verbal communication skills
• Self-motivated

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Keyskills :
board of directorsmarket risk managementmarket riskdata qualitymiddle officerisk analysisrisk managementregulatory risksenior managementanalytical skillsvariance analysismicrosoft products