Description
We are seeking a Risk Senior Specialist to join our Market and Valuation Risk Management (MVRM) team in Mumbai.
As a Risk Senior Specialist, you will be part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class.
Key Responsibilities:
- Risk validation and ensuring appropriate controls are in place
- Review and understand historical simulation VaR, FRTB, and Backtesting (outlier analysis)
- Facilitate better risk analysis and automated reporting infrastructure to stakeholders using required programming tools (python, Tableau, etc.)
- Perform deep dive analysis into concentrations of risk or emerging items of interest
- Perform analytical analysis of limits to generate proposals for limit changes and new limits
- Support the analysis and communication of business portfolio level topics to senior management and their committees
Requirements:
- Experience in working with commodities, especially Energy asset class
- Experience in working with python and tableau
- University degree in Economics, Mathematics, or other quantitative subject
- 5+ years of experience in Market Risk within the Financial Market / Investment Banking industry
- Proficiency in Python/VBA, Tableau, MS Office tools
- Good understanding of Market Risk measurement techniques, such as VaR, RNIV, Economic Capital, IRC
- Excellent communication skills
- Ability to articulate technical and financial topics with global stakeholders
Benefits:
- Best-in-class leave policy
- Gender-neutral parental leaves
- 100% reimbursement under childcare assistance benefit
- Sponsorship for industry-relevant certifications and education
- Employee Assistance Program
- Comprehensive Hospitalization Insurance
- Accident and Term Life Insurance
- Complimentary Health screening for 35 yrs. and above
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