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AVP - Market Risk - Risk & Valuation Data Quality Offshore Team

7 - 10 yrs
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Not Disclosed by Recruiter Posted 47 days ago Job Applicants: 294 Job Views: 384

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    AVP - Market Risk - Risk & Valuation Data Quality Offshore Team (7-10 yrs)

    For the BCBS261 (i.e. MRUD) process; The Risk and Valuation Data Quality (RVQ) Offshore Team is currently based out of GSC Bangalore and Manila providing support to a number of Risk functions/teams across the Group. The team is primarily responsible for the daily initial margin calculation, controls on the end to end internal initial margin calculation and support the dispute investigation process across the main company.

    Key activities undertaken include :

    - Monitor daily running of the internal initial margin calculation process.

    - Performing analysis and reporting of initial margin calculations to internal and external stakeholders, namely collateral, Risk and Valuation Data Quality (RVQ) and industry regulators.

    - Participating on the daily Crowdsourcing vote process.

    - Represent MRUD in the governance forums and dispute calls with senior management.

    - Reviewing and improving existing BAU process

    - Analyse ad-hoc issues/production issues within a given SLA for various stake holders including FO & Collateral.

    - A degree / qualification in finance, accountancy, business management or previous experience in risk management (Market Risk)

    - Certifications FRM, CFA is preferred

    - Good understanding of financial products (eg. Bonds, Swaps,)

    - Proven skills in VaR process, Sensitivities and its variant (i.e. Historical simulations, parametric VaR, full reval)

    - High level of competency in the production of information, and the ability to process and analyze large volume of data

    - High proficiency at Excel (VBA skill would be an advantage), SQL query coding, Word and Powerpoint

    - Self motivated, excellent communication skills, adaptability and mentoring skills

    - Demonstrated leadership skills. and Team Management

Salary: Not Disclosed by Recruiter

Industry: IT-Software / Software Services

Functional Area: Analytics & Business Intelligence

Role Category:Senior Management

Role:Head/VP/GM - Analytics & BI

Employment Type: Permanent Job, Full Time

Keyskills

Desired Candidate Profile

     

Education-

UG: Any Graduate - Any Specialization

Company Profile:

New era india

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