AVP - Market Risk / VaR

Kelly Services India Pvt. Ltd.
  • Pune
  • 18-25 lakh
  • 9-14 years
  • Views
  • 04 Oct 2018

  • Finance/ Accounts

  • Consumer Durables/ Semi Durables
Job Description

  • Managing the daily operational process of validating the Time Series (TS) for CCR 
  • Lead for Market Data Time series, VaR Production, Back testing, Stress Test Reporting, FDSF,Volker Reporting
  • As a Lead the expectation will be to work closely with a variety of stakeholders including front-line desk
  • risk management.
  • Responsible for Leading and providing local oversight of CRIS production team (Business Line /
  • Functional Team) in Pune.
  • Responsible for operational management of daily deliverables ,
  • Ensure timely VaR sign-off ( Flash/Finals/ etc ) and other deliverables based on frequency
  • Ensure any data quality gap is overcome by means of effective dialogue with internal and external
  • team members.
  • People Management for a team size of 5-8
  • SME for Time Series Market Data & Business Line/ Non Business Line Team and responsible to ensure timely MR reporting
  • Monitor, escalate any production gaps (people issues, system issues) to the management team or IT.

Desired Candidate Profile:Bachelors degree in an analytical area from a reputed Tier 1 institution is required. have an analytical/quantitative bent of mind.- Good knowledge of Risk, especially Market Risk concepts and methodologies- Experience in building, managing, and improving processes.- Prior experience in the Market Risk Reporting is preferable- Deep knowledge of Risk Measures, sensitivity-computation methodologies would be an advantage.- Proficient in the use of IT Systems; ability to quickly come up the curve on in-house systems.- Highly motivated, energetic individual with a strong process engineering and quality control focus.- Comfortable liaising with the departments wide range of business partners that span globally,- Strong problem solving skills and attention to detail.- Depth in People Management- Excellent communication skills- Team player and lead - willing to take on incremental responsibilities.- Ability to cope with change and very tight deadlines.

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About Organisation

Kelly Services India Pvt. Ltd.