| eClerx Role Description |
| Vertical | Financial Services | Program | |
| Process | N/A | Role | Market Risk |
| Level | SPM | Reporting Manager | APgM / PgM |
| Location | Pune | Team Size | |
| Skills / Experience Required | Must have | - Sound understanding of risk management in market risk, credit risk, liquidity risk, and stress testing for Rates, FX, Equity, Commodities.
- Knowledge and experience in the following: MTM, Basel II / III, Dodd frank, FRTB, BCBS 239, Counterparty CR, Risk reporting, VaR/CaR methodology, capital calculations, and potential exposure
- 6+ yrs of experience in business analysis, data management, change, consulting, or process management in risk, preferably within Investment Banking environment
- Experience in presales support for Risk services in Investment/Private Banking
- Understanding of systems, delivery lifecycles and delivery methodologies working with global teams; experience with offshoring and outsourcing
- Knowledge of probability theory, statistics, econometrics and numerical analysis.
- Excellent communication, listening and interpersonal skills with the Executive Presence to present and lead client meetings with senior internal and external stakeholders
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- Ability to understand and analyse complex problems, methodically devise and present a solution, and apply sound judgment independently
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- Ability to work in a dynamic environment and in a global team structure
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- Well-organized with ability to prioritize effectively and multi-task, while working independently. Track record of coping with aggressive timelines and deliverables.
- Thorough professional with strong ethics, 'team player' attitude and mature mind set
- Strong attention to detail and accuracy/timeliness of delivery
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| Good to have | - CFA or FRM qualifications
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| Technology Competencies | Must have | - Microsoft Office (Excel, PowerPoint, Word, Outlook)
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| Good to have | - Excel Macro Development and Testing,
- Microsoft Access, Database Management,
- Process mapping tools (Igrafx, MS Visio)
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| Roles & Responsibilities |
| Job Responsibilities | |
- Manage the process of validating the data feeding the risk systems. Ensure timely publication of VaR and other risk measures
- Analyse risk scenarios and benchmark risk profiles for new products.
- Calculate risk associated, measure value at risk (VAR), and manage market risk exposures (Delta, Gamma and Vega risks) for derivative strategies. Analyse variances and explain underlying changes.
- Monitor and escalate issues to senior management attention
- Liaise with IT / Change departments to drive improvements in the process and make it more robust and scalable
- FRTB :The Fundamental Review of the Trading Book (FRTB) - FRTB is loosely defined as a set of proposals by BCBS =-Basel Committee on Banking Supervision as framework for the next generation market risk regulatory capital rules for large, internationally active banks.
- Effective stakeholder management; interact with a diverse audience from senior management to risk management committees and non-risk forums
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