Associate - Market Risk Reporting

Crescendo Global Services
  • Mumbai
  • 8-12 lakh
  • 8-13 years
  • Views
  • 25 Oct 2017

  • Business Analytics

  • Banking - Corporate
Job Description

Acting as a Point of contact for Market Risk managers for any issues related to Changes in risk exposure
Identifying the additional features required due to changing business scenarios while migrating trading books for each business line.
Analysis & Reporting the Market risk exposure, Sensitivities, VAR, ERC, Limit Monitoring, etc.
Analysis & Reporting of IRC, CRM, Stressed VAR, RNIV as per BASEL guidelines,
Calculations and Reporting of Market Risk Capital & RWA,
Analysis of Market Risk Back testing
Report on VAR Methodology as per BASEL guidelines
Reviewing Back testing policy on periodic basis and make the necessary changes in discussion with senior management
Leading and mentoring a team in order to ensure the knowledge/skills enhancement needs of the organization are met.

Post Graduate/Graduate from a Tier 1 college with specialization in Finance with a CFA/FRM qualification.
In Depth knowledge of Global Markets and the changing market trends specifically concentrating on Market Risk and VAR Calculations.
Expertise in using MS Excel, MS Access, VBA, etc.
Excellent Communication and Presentation skills
Strong stakeholder management experience.

An opportunity to work with a global MNC in a high visibility role as a part of the global markets team.
A meritocratic culture with clear/great career progression.
Liaise extensively with stakeholders

Competencies/Skill sets for this job

Liaise Global Markets Finance Progression Mnc

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About Organisation

Crescendo Global Services