Assistant Manager – Market Data Management Gsc’s

Business: Traded Risk

Open positions: 1

Role Title: AssistantManager – Market Data Management GSC’s

Global Career Band: 7

Location (Country / City ): India/Bangalore

Recruiter Name :Geetika Gupta

Why join us?

• MDM plays a key role within the central Risk function by capturing, validating and providing detailed analysis on scenarios across all asset classes and global regions for the market risk factors. We control the inputs to the risk engines for the computation of 1-day, 10-day VaR, Stressed VaR and CVA for the entire trading portfolio of the Bank. The team also provides ad-hoc analysis on events that affect markets globally and could potentially have a material impact on VaR e.g. US elections, Turkey sell-off etc. They also support the Transformation team in change initiatives which allow closure of RNIV’s, streamline processes and improve data governance

The Opportunity:

Data validation & analysis reports

• Analyze and report Market Data quality metrics for risk factors and scenario data relevant for risk calculations and improve transparency for risk management
• Provide analysis to support the calibration of models. Generate and distribute relevant regular management information (MIS) with detailed explains
• Investigate and close data validation exceptions
• Support data queries from various stakeholder teams

Change/Transformation and Analytics

• Support functional enhancements to STAR, Tiger Scenario Engine and Asset Control
• Work with Global Risk Analytics team on improvements in risk factor/scenario generation
• Automate process to improve processes which help in reduction of operational risks

What you’ll do:

Data validation & analysis reports

• Analyze and report Market Data quality metrics for risk factors and scenario data relevant for risk calculations and improve transparency for risk management
• Provide analysis to support the calibration of models. Generate and distribute relevant regular management information (MIS) with detailed explains
• Investigate and close data validation exceptions
• Support data queries from various stakeholder teams

Change/Transformation and Analytics

• Support functional enhancements to STAR, Tiger Scenario Engine and Asset Control
• Work with Global Risk Analytics team on improvements in risk factor/scenario generation
• Automate process to improve processes which help in reduction of operational risks