Risk Analyst, AVP

Overview

Risk Analyst (AVP) role in Market and Valuation Risk Management, supporting senior management with official market risk metrics and core analysis for the Rates asset class.

What you'll do

• Provide official market risk metrics and core analysis for risk management decisions for Rates.
• Validate risks and ensure appropriate controls are in place.
• Review historical simulation VaR, FRTB, and backtesting (outlier analysis) and track related metric drivers.
• Build automated reporting and infrastructure for stakeholders using required programming tools (e.g., Python/Tableau).
• Perform deep-dive analysis on concentrations of risk and emerging items of interest for senior management.
• Analyze limits to generate proposals for limit changes and new limits.
• Support analysis and communication of business portfolio topics to senior management and committees.

What you'll need

• 5+ years’ experience in Market Risk within the Financial Market / Investment Banking industry.
• University degree in Economics, Mathematics, or another quantitative subject.
• Proficiency in Python or VBA and Tableau, plus MS Office.
• Good understanding of market risk measurement techniques such as VaR, RNIV, Economic Capital, and IRC.
• Excellent communication skills with the ability to articulate technical and financial topics to global stakeholders.
• Ability to multi-task and deliver under tight deadlines.
• Hands-on coding skills (Python specifically) and Tableau skills.

Details

• Location: Mumbai, India.