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Experience: 10-14 Years | Salary: 30,00,000-50,00,000 | Opening(s): 2 | Posted Date : 2022-06-13

Hiring For	One of the Leading MNC
Designation	VP - Risk Modeling - Market Risk
Job Description	Provide best-in-class analytical and design expertise for the assigned Book of Work across Risk segments/stripes (across regions) in partnership with stakeholders across Risk, Finance, Technology, Businesses, and other functions. Lead FRTB-SA end-to-end analytics activities for providing in-depth technical input for the lengthy application process to obtain FRTB-SA regulatory permission. Provide cross-asset quantitative testing and validation of sensitivities and capital numbers as per FRTB-SA rules in various regulatory jurisdictions, including Quantitative Impact Studies (QIS), benchmark portfolio analysis and what-if analyses. Independently lead the regulatory application process end-to-end from risk analytics perspective including, technical documentation preparation, modelling, validation, and data analysis. Communicate with other teams in the firm and leveraging on their knowledge of the FRTB process to produce deliverables of the highest standard. Present the results to internal governance forums and to the senior management. Facilitate, coordinate, and conduct periodic working groups with cross-functional teams and partner with stakeholders to drive model design and development. Resolve complex problems, perform data analysis, and risk assessments, identify impacts/gaps and demonstrate good analytical skills in order to validate and prioritize activities. Appropriately assess risk when business decisions are made, applying sound ethical judgment regarding conduct and business practices, and escalating control issues with transparency
Desired Profile	Professional experience in the field of market risk modelling along with in-depth knowledge of FRTB: BCBS, CRR2, CRR3 etc. regulations. Ability to interpret and translate regulations into technical specification to serve as foundation for the testing, validation, and compliance. Excellent interpersonal and oral + written communication skills (including Presentations to senior managers) to comfortably interact effectively with senior internal clients, project managers and cross functional stakeholders at all levels as required. Good IT skills and experience in programming (for example: MATLAB®, SQL, VBA, C/C++, Python, and other software) is required. Strong analytical and problem-solving skills, ability to quickly grasp new subject matter and apply an analytical mindset to think proactively and strategically, identify gaps and propose solution Stakeholder Management – Well developed listening, influencing and collaboration skills and ability to engage senior managers, identify and influence decision makers, defuse conflict and work toward agreement Ability to quickly come up to speed on multiple topics concurrently (e.g., risk frameworks, processes that are being remediated / transformed) to be able to understand program objectives and to oversee / contribute effectively to their execution Well organized, self-motivated, and good attention to detail, ability to deliver on tight deadlines or unexpected requirement changes, take reasoned decisions under pressure and willingness to ask questions and challenge existing processes.
Industry	BFSI
Functional Area	BFSI
Skills	Risk Data modelling, Agile, Market Risk modelling
Education	Bachelor's Degree in Finance, Economics, Mathematics or other analytical discipline or CA
Location	Mumbai
Contact	HR
Call on	+91-120-358-0000
Email	jobs@globalhunt.in
Reference id	GH/BFSI/JC//09062022//101637/VP - Risk Modeling - Market Risk

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