Risk Specialist, AS

Overview

Risk Specialist role in Market and Valuation Risk Management (MVRM) within Emerging Markets Market Risk Analysis and Control (MRAC). You will provide official market risk metrics and core analysis to support risk decision-making for Global Emerging Markets.

What you'll do

• Provide timely risk validation and sign-off by working with the Pune-based production team.
• Review and understand historical simulation metrics including VaR, SVaR, Economic Capital, FRTB, and Backtesting outlier analysis.
• Ensure required control checks are followed so generated reports have correct information.
• Analyze market data time series and assess the impact of new time series on metrics.
• Improve existing risk analysis processes and standardize where possible.
• Perform deep-dive analysis on risk concentrations and emerging items for senior management.
• Support limit analysis to propose limit changes and new limits, and communicate portfolio topics to senior management and committees.

What you'll need

• University degree in Finance, Economics, Mathematics, or other quantitative subjects.
• Relevant 4-6 years’ market risk experience in Financial Market/Investment Banking (or related backgrounds such as Trading, Product Control, Valuations).
• Working knowledge of Python/VBA and Tableau.
• Should be proficient in automation tools (python mentioned).
• Knowledge of risk management techniques such as VaR/SVaR, Economic Capital, IRC, and other market risk measurement techniques.
• Ability to articulate technical and financial topics with global stakeholders.
• Certification in risk (FRM or similar) is a plus.

Details

• Location: Mumbai, India.