Risk Senior Specialist, AVP

Overview

Assistant Vice President in the Market Risk Analysis and Control (MRAC) function within Market and Valuation Risk Management, providing independent market risk metrics and analysis for the Rates asset class.

What you'll do

• Review and understand historical simulation VaR, FRTB and Backtesting (outlier analysis), staying abreast of developments in this metric and related drivers.
• Facilitate better risk analysis and automated reporting infrastructure to stakeholders using programming tools (Python/Tableau etc.).
• Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information for senior management consumption.
• Perform analytical analysis of limits to generate proposals for limit changes and for new limits.
• Support the analysis and communication of business portfolio level topics to senior management and their committees.
• Ensure risk validation and appropriate controls are in place.

What you'll need

• Experience working with commodities, especially the Energy asset class.
• Experience working with Python and Tableau.
• University degree in Economics, Mathematics or other quantitative subject.
• 5+ years' experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered).
• Proficiency in Python/VBA, Tableau and MS Office tools is essential.
• Good understanding of other Market Risk measurement techniques e.g. VaR, RNIV, Economic Capital, IRC.
• Excellent communication skills; ability to articulate technical and financial topics with global stakeholders.
• A reliable team player with the motivation to work in a dynamic, international and diverse environment.
• Able to multi-task and deliver under tight deadlines.
• A committed and motivated individual for self-development and growth.
• Proven ability to leverage AI tools to enhance productivity and optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.

Nice to have

• Hands-on coding skills (Python specifically) and Tableau skills.

Details

• Location: Mumbai, India.