APAC Legal Entity Risk Reporting â Analyst
APAC Legal Entity Risk Reporting â Analyst
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Job Description
Posting description
Legal Entity Risk Reporting is responsible for providing data and analytical reporting to regional and local Chief Risk Officers regulators and Senior Management. There is a critical need to focus on ensuring risk reporting is comprehensive timely and accurate so that all levels of risk management can use it to understand and manage the business in a timely and effective manner.
The role is based in Bengaluru and will be focus towards Market Risk Reporting and provide support in market risk management. Market Risk Reporting is responsible for analyzing reporting and controlling the market risk exposure across all LOBs for all Legal Entities in APAC. Examples of the groups work include the production of risk reports used by the senior management and Legal Entity Market Risk to monitor the banks overall risk profiles. The Regulatory Market Risk Reporting analyst will also become familiar with the various risk measures used to understand the risk profile of various LoBs specifically Value at Risk (VAR) and Stress Testing. It is expected that the analyst will further have technical skills in Excel VBA and BI tools like Alteryx Tableau and scripting language like Python to succeed in the role.
Job Responsibilities
- Understand key risk measures such as Greeks PVBP VaR Stress Testing & Drawdown and explain material risk moves
- Produce and distribute daily/weekly/monthly risk reports to the trading desks risk managers and senior management. Monitor the business trading limits maintain limit framework and escalate limit breaches to risk managers
- Support production of weekly stress results for various lines of businesses and make stress adjustments in the system if necessary
- Provide timely accurate and meaningful risk information to risk managers by maintaining high data quality in the reporting system and utilizing system tools to control the accuracy of report results
- Provide support to risk managers for ad hoc analysis and projects such as implementing new methodology capturing missing risks and improving the risk reports
- Develop working relationships with the internal parties such as Market Risk Coverage Market Risk Technology Finance and Middle Office. Attain extensive working knowledge of the risk reporting systems and market risk stress and VaR infrastructure.
Required qualifications capabilities and skills
- At least 2years experience in the financial industry preferred.Proficiency using Microsoft products including Excel VBA and Business intelligence tools like Alteryx Tableau and scripting language like Python
- Ability to work and solve problems independently and be able to work in a fast paced deadline oriented to detail
- Strong organization and processing written and verbal communication skills
- Ability to improve current processes and achieve efficiencies
- Team player who can interact at ease with colleagues of various degree required
Preferred qualifications capabilities and skills
- CFA or FRM certification is a plus
- Selfmotivated and comfortable working with large amounts of data
- Knowledge of market risk metrics and financial products a plus
Required Experience:
IC
Employment Type
Full-Time
