Associate - Global Risk - Market Risk Reporting (3-7 Yrs)

Position Specifications:
Job location: Mumbai Powai
Experience - 3 Years - 7 Years

Qualification B.TECH + MBA
Business Unit Overview:
The MRI Team is part of the overarching Market Risk Management. MRI is responsible for Market Risk Exposure Metric Validation; assisting Risk Managers (RM) in overriding data where necessary as part of Adjustments/overrides; Risk Limit Management; Driving data management strategy for Risk and helping develop data architectures; and Risk Reporting for various Senior Risk Management, KSMMs, Business and Regulatory reporting.
Role & Responsibilities:
- Support T+1 sign off process
- Analysis of data, resolution of breaks and clean-up of existing data.
- Implement data quality processes around all data inputs and outputs to and from Risk Management systems
- Experience in understanding & developing target-operating models aligned with the Business.
- Supervisory controls and governance.
- Produce weekly Management updates & key metrics
- Active participation in implementation of regulatory deliverables like BSBS239, FRTB etc
Mandatory Skills:
- Understanding of Market Risk and risk measures like VaR, IRC, SVaR etc.
- Understanding of financial products
- Proficient in writing SQL/oracle queries and VBA macros.
- Proficiency in Business analysis and operational activities
Desired Skills:
- Strong Analytical skills.
- Excellent communication skills both Written / verbal must.
- Strong team player and quick learner.
- Work with various stake holders including business, IT, Change Management etc