Consultant/Assistant Manager - Market Risk Reporting

Role Overview:

We are seeking a detail-oriented and analytical professional to join our Market Risk Reporting team as a Consultant or Assistant Manager. In this role, you will be responsible for the end-to-end production, validation, and analysis of market risk metrics, ensuring that our risk exposure is accurately captured and reported to senior management and regulatory bodies. You will work closely with front-office trading desks, middle-office operations, and technology teams to bridge the gap between complex trade data and actionable risk insights. By maintaining the integrity of our risk reporting framework, you will play a critical role in safeguarding the firm's capital and ensuring compliance with global regulatory standards across our operations in Bangalore, Mumbai, Kolkata, and Gurgaon.

Key Responsibilities:

- Prepare and deliver daily, weekly, and monthly market risk reports, including VaR, stress testing, and sensitivity analysis, to provide stakeholders with a clear view of the firm's risk profile.

- Perform rigorous reconciliation of risk data against financial systems to ensure the accuracy and completeness of trade reporting and risk disclosures.

- Lead the preparation of regulatory reporting submissions, ensuring full alignment with Basel framework requirements and local jurisdictional mandates.

- Collaborate with cross-functional teams to investigate and resolve data quality issues, enhancing the reliability of MIS dashboards and management reporting.

- Execute complex stress testing scenarios to evaluate the impact of market volatility on the portfolio, supporting informed decision-making for risk appetite and capital allocation.

- Drive continuous improvement in reporting processes by automating manual tasks and refining data analytics workflows to increase operational efficiency.

Required Skillset:

- Demonstrate deep technical proficiency in market risk concepts, including VaR methodologies, Greeks, and sensitivity measures, coupled with a strong understanding of financial instruments across asset classes.

- Exhibit advanced data manipulation and analytical skills using tools such as SQL, Excel, or Python to manage large datasets and generate meaningful management information.

- Possess a solid grasp of regulatory frameworks, specifically Basel III/IV requirements, and their application within banking operations.

- Communicate complex risk findings effectively to diverse stakeholders, including senior management and internal audit teams, through clear and concise reporting.

- Showcase a proactive approach to problem-solving, with the ability to manage competing priorities in a fast-paced, hybrid work environment.

- Hold a professional degree in Finance, Economics, or a quantitative discipline, complemented by a proven track record of delivering high-quality risk reporting in a banking or financial services environment.

- Adapt seamlessly to global team structures, demonstrating the interpersonal maturity required to navigate complex organizational hierarchies and influence decision-making.