- Support T+1 sign off process.
- Analyses of data, resolution of breaks and clean up of existing data
- Implement data quality processes around all data inputs and outputs to and from Risk Management Systems
- Implementation of business rules for automation of data quality processes
- Work with the team to improve overall BaU process, coordinate with IT for automation.
- Supervisory controls and governance.
- Produce weekly Management updates and key metrics.
Qualification, Experience & Skills:
Experience: 4-7 years
- Strong understanding of Market Risk and risk measures like VaR, IRC, SVaR etc.
- Experience with market risk management and sql knowledge. Good with Excel VB and macro.