Develop a deep understanding of end-to-end technology landscape supporting market risk limits platform, including exposure sources, frameworks, and integration points with upstream and downstream.
Implementation and monitoring of new limits. Utilize strong attention to detail and a working knowledge of SQL to investigate system issues, respond to ad-hoc queries.
Present limits related initiatives to senior management in a clear, concise, and business friendly manner, translating complex technical information into intuitive insights.
Continuously identity areas for improvement in current book of work, with a focus on automating manual processes and reducing operational risk through efficiency gains.
Interpret and apply market risk limit policies to support governance processes and provide accurate, timely responses to related queries.
Proactively identify system design gaps or inefficiencies and collaborate with development teams to propose enhancements to improve platform performance and usability.
Requirements*
Education - Bachelors/Masters degree in Engineering, Commerce, CA, MBA
Certifications If Any - CFA, FRM etc. will be an added advantage
Experience Range - 5 – 8 years
Foundational skills*
Experience in a trading / market risk related field
Intellectually curious with the ability to investigate and develop root cause analysis for portfolio changes
Experience working with large data sets
Experience with Python or other similar languages
High level of proficiency with Microsoft Excel
Adept at communication with ability to influence co-workers across our global team and all levels of the organization including escalation of issues
Ability to aggregate and synthesize complex data from multiple sources
High level of attention to detail
Desired skills*
Effective time management skills, with the ability to manage multiple high priority deliverables simultaneously.
Experience and understanding of common market risk metrics like Value at Risk (VaR)
Experience with regulatory reporting, stakeholder management and/or audit