A new role has arisen in enabling the team to take on more projects, and expanding the scope to work beyond minor works to strategic projects. The person for this role is expected to serve as Subject Matter Expert who can coach and help build the team in analytics space with a view to running more projects..
This is an Analytical Role with heavy involvement in understanding and working with measures like VaR, Expected Shortfall, EE, RWA. Working on regulatory text interpretation to understand the requirements. Analyzing the impact of various regulations from US & UK on the systems and processes required to fulfil them.
Build SME level expertise in Mumbai team
Act as a coach for the Mumbai team with a view to taking on more substantial strategic projects
Build expertise in Market & Credit Risk analytics space
Understand and interpret regulations especially in relation to Stress Testing & FRTB
Capacity to lead a team of analysts of at least 10 people who work on multiple projects and initiatives
Produce high quality business requirements document and a capacity to monitor others with the same level of expectations.
Subject matter expert on Market Risk/Credit risk.
Understanding of different types of Market / Credit Risk charges and their computation methodologies: VaR, Expected Shortfall, Sensitivities calculation
Understanding of financial products
Understanding of Stress Testing.
Should be from Investment Banking domain