Location: Bengaluru, Karnataka, India

Job Responsibilities

• Understand key risk measures such as Greeks, PVBP, VaR, Stress Testing, & Drawdown, and explain material risk moves
• Produce and distribute daily/weekly/monthly risk reports to the trading desks, risk managers, and senior management. Monitor the business trading limits, maintain limit framework, and escalate limit breaches to risk managers
• Support production of weekly stress results for various lines of businesses and make stress adjustments in the system if necessary
• Provide timely, accurate, and meaningful risk information to risk managers by maintaining high data quality in the reporting system and utilizing system tools to control the accuracy of report results
• Enable automation: Develop and maintain user tools and intelligent solutions built on Excel, Alteryx, Python, among others, contribute to automation and operational enhancement initiatives, collaborate with global teams on projects and UAT
• Provide support to risk managers for ad hoc analysis and projects such as implementing new methodology, capturing missing risks, and improving the risk reports
• Develop working relationships with the internal parties such as Market Risk Coverage, Market Risk Technology, Finance and Middle Office. Attain extensive working knowledge of the risk reporting systems and market risk stress and VaR infrastructure.

 

Required qualifications, capabilities, and skills

• At least 4 years experience in the financial industry preferred. Proficiency using Microsoft products including Excel, VBA and Business intelligence tools like Alteryx, Tableau and scripting language like Python
• Ability to work and solve problems independently, and be able to work in a fast paced, deadline oriented environment. Attention to detail
• Strong organization and processing skills. Good written and verbal communication skills
• Ability to improve current processes and achieve efficiencies
• Team player who can interact at ease with colleagues of various levels. Bachelors degree required. 

Legal Entity Risk Reporting provides data and analytics to Chief Risk Officers, regulators, and senior management, ensuring risk reporting is comprehensive, timely, and accurate to support effective risk management. The Bengaluru-based role focuses on APAC Market Risk Reportinganalyzing, reporting, and controlling market risk exposures across all lines of business and legal entitiesproducing senior management reports and supporting Legal Entity Market Risk. The associate will work with key risk measures (VaR, risk sensitivities and stress testing) and is expected to have strong technical skills in Excel VBA, BI tools (Alteryx), and Python.