Firmwide Risk Reporting and Middle Office (RRMO), a group within Corporate Risk Management, produces internal and external reporting and analysis used to manage risk through changing market conditions, supports regulatory requirements regarding Data Aggregation and Risk Reporting, and executes controls to measure the quality of risk data.
The role is based in Bengaluru, will be focused on Market Risk,and Credit RiskReporting and provide supportrisk management.responsible for analyzing, reporting, and controlling the risk exposureacross all LOB’s for all Legal Entities in. Examples of the group's work include the production of risk reports used by the senior management and Legal Entity Riskto monitor the bank’s overall risk profiles. The Regulatory Risk Reportingwill also become familiar with the various risk measures used to understand the risk profile of various LoBs
Job Responsibilities
- Understand key risk measuresnot limited tosuch as Greeks, PVBP, VaR, Stress Testing, PD, LGD, Credit Facilities, & Drawdown, and explain material risk moves.
- Produce and distribute daily/weekly/monthly risk reports to the trading desks, risk managers, and senior management. Monitor the business trading limits, maintain limit framework, and escalate limit breaches to risk managers
- Provide timely, accurate, and meaningful risk information to risk managers by maintaining high data quality in the reporting system and utilizing system tools to control the accuracy of reportingresults.
- Provide support to risk managers for ad hoc analysis and projects such as implementing new methodology, capturing missing risks, and improving the risk reports
- Develop working relationships with the internal parties such as Risk Coverage, Technology, Finance and Middle Office. Attain extensive working knowledge of the risk reporting systems and market risk stress andRisk
Required qualifications, capabilities, and skills
- Bachelor’s degree
- 3-7 years of experience in Risk or financial reporting; Candidates with less experience may be considered for this position if skillset and objectives align with the team.
- Advanced knowledge of Microsoft Office tools especially Excel preferred.
- Excellent interpersonal skills needed for working within a team environment as well as communicating across departments.
- Knowledge on Tableau and Alteryx
Preferred qualifications, capabilities, and skills
Self-motivated, and comfortable working with large amounts of data
Knowledge of marketand creditrisk metrics and financial products a plus