ENO - Market Risk Scenarios Reporting

We Offer
The RFDAR Scenario and Impact analysis team in Mumbai is seeking to recruit an ENO to join the growing team. This particular role is to support the Rates Scenarios team across variety of regulatory and BAU deliverables..
You will also be responsible for producing & owning Risk Reports for both risk level and consolidated firm wide level risk sign off on daily basis.
You would be needed to build and maintain healthy relationship with various Partners to enable faster and accurate risk approval on desired frequency by taking ownership of all risks data, providing sufficient explanation and doing deep dives with Risk Managers to provide complete and accurate Risk picture to the business. This also means building and talking to senior management, regulators and traders as well as other downstream users
We Offer

• Strong knowledge of derivative products (preferably of Equities and/or Rates asset class) and their market risk dynamics.
• Understanding of end-to-end market risk scenarios process framework and workflow for Rates as well as other asset classes such as FX, Equity, Commodity, Credit and EMG businesses.
• Propose, calibrate & implement business cluster / regulatory specific scenarios in liaison with individual clusters / global scenarios team.
• Deliver detailed scenario risk reports & analysis to Trading desks / Business clusters / Regulators / Higher management.
• Analyze & comment on scenario risk moves for respective business clusters explaining underlying risk dynamics & drivers under market scenario conditions.
• Interact with scenario counterparts who are primarily the business clusters/desk to provide deep analysis on the market risk scenario dynamics.

You Offer

• You have a Master's Degree in Finance/Economics with relevant work-ex, certification and with FRM/CFA certification
• You have experience with systems and process based risk reporting and analysis.
• You have excellent advance Microsoft EXCEL skills (prior hands on experience in VBA scripting skill is added advantage).
• You have professional qualification with degree in Computers/Engineering /Finance/Accounting.
• You are a fast learner and team contributor
• You have the ability to work as an individual contributor as well as work with team.
• You have good partner management skills.