Market Risk Analyst

Job Requirements

Role/ Job Title: Market Risk Analyst

Function/ Department: Market Risk

Job Purpose:

The role holder has the responsibility to provide maintain and improve market risk reporting infrastructure and tools for the bank. The role holder is expected to develop and implement measures leading to the automation and streamlining of existing processes, collaborating with other departments to policies are accurately captured and processed through the risk systems.

Roles & Responsibilities:

• Assess risk management systems problems and comply with market risk policies.
• Comply with SLA for delivery of risk reports.
• Conduct model variation exercises for Market Risk Measurement
• Analyze financial statistical data quantitatively and qualitatively.
• Ensure strict compliance of RBI and other regulatory guidelines.
• Evaluate pricing and valuation models suitability within business context.
• Present ideas via reports and presentations, outline findings and market recommendations for improvements.
• Gather Latest Market intelligence and track and benchmark against best practices in competitor banks.
• Support risk reporting production by Market Risk Reporting & Analytics team.
• Develop and deliver risk training and reporting that is tailored to the relevant audience.
• Capture and share best- practice knowledge amongst the team.
• Recommend improvements to processes and policies across the Retail Banking business to drive operational efficiencies and high-quality customer service.
• Leverage in-house synergies through collaboration with internal stakeholders.
• Adopt a solution-oriented approach to problem-solving.
  
  

Education Qualification: MBA in Finance / Masters in Statistics, Mathematics, Operation Research.

FRM/CFA/CQF is added advantage.

Experience: 2 – 5 years of experience