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Market Risk Reporting

18.00 to 0.00 Years   Mumbai City   08 Nov, 2019
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryRecruitment Services
Functional AreaFinance / Accounts / TaxMarketing / Communication
EmploymentTypeFull-time

Job Description

  • Sourcing of market risk data including positions and sensitivities to ensure completeness for the Investment Bank across various businesses and trading strategies
  • Ensuring timeliness of the data available for calculation and reporting by following up with IT stakeholders to understand root causes for delays.
  • Ensuring accuracy of risk positions and sensitivities through position and portfolio move analysis, impact of market moves on portfolio, impact of product behaviour on sensitivities among other approaches
  • Implement and Own the Control Framework for all risk and finance data
  • Understanding front-to-back data flows and system architecture
  • To participate in the roll out of enhancements in risk systems, processes and data feeds as well as contributing to various tactical and strategic projects and initiatives.
Desired Candidate Profile:
  • Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.
  • Completed or currently taking the CFA or FRM qualifications would be desirable.
,

Keyskills :
sourcing system banking marketrisk statistics sharedservices mathematics analytics management ramew

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