Market Risk Analyst - Equities
A department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global Conduct and Ethics Standards.
The individual will be part of the EQ Consolidation and Projects team within Equities Cluster in MLRM. As a part of this team, the applicant will primarily concentrate on RNIV/FDSF review and sign off pertaining to Equities cluster. You will have to liaise with RNIV Methodology, Equities FO and RFDAR to ensure accurate and timely review, mitigation of RNIV RWA.
- Act as contact point from Equity MLRM cluster for periodic regulatory submissions viz., FDSF and RNIV
- Monitor risk exposures, understand drivers for the risk and communicate the findings
- Understand the sensitivity profiles of complex equity products
- Develop fair understanding for VaR/RNIV calculation methods
- You have excellent understanding of the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.
- You hold at least 5-7 years of work experience in Market Risk domain.
- You have working knowledge of Basel, Capital calculations and Financial Products preferably in the equities domain.
- Deep understanding of market risk metrics including VaR, SVaR, IRC, RNIV and sensitivities.
- You possess excellent knowledge of Python/R and VBA.
- You have achieved a bachelor's degree in a quantitative discipline (engineering preferred); post graduate qualifications (Masters in Finance, MBA, etc.) preferred.
- Proficiency in Microsoft Excel is necessary for data analysis and report generation, PowerPoint skills is an advantage.
- You have strong communication skills and ability to lead multiple streams of work & business partners.
- You possess phenomenal attention to detail coupled with good analytical skills is a plus.
- You having competency in data management and analysis or in Front Office IT would be advantageous.
- Additional certifications such as CFA, FRM, PRMIA, etc would be an advantage.