Assistant Vice President - Business Analyst - Market Risk (7-13 yrs)

We have an opening with a leading AVP - BA Market Risk financial service company.

Must Have skills :

- Experience as a BA, experience in market risk for at least 5 years

- End to End project implementation related to FRTB - SA / FRTB-IMA / VaR / IRC / Stress testing.

Good to have skills :

Certification - FRM/PRM/CFA

Work Location- Bangalore, Hyderabad and Gurgaon

Key Responsibilities:

- Operate across the Programme lifecycle, and must be capable of undertaking various types of change delivery (including Agile and waterfall)

- Works closely with Front Office, IT, Analytics (Quants) teams, Architects and fellow change team to deliver project/program as per organization processes on time

- Leads stakeholder management, works closely with Product Owners and executes test cases before presenting to relevant stakeholders

- Understand the current system and data architecture, identify future needs and create solutions to help meet those needs

- Create 'best in class' suggestions for strategic and operational improvements and changes which can be consistently and cost-effectively deployed

- Produce clear and complete written documentation to support the work, report on the findings and present to stakeholders

Qualifications

- Minimum 5 years of experience, preferably with FRM/CFA certification

- Sound knowledge of Counterparty Credit Risk

- Must know Simulations, Pricing and Aggregation

- Worked on Risk Measures calculation: EEPE (Effective Expected Positive Exposure), EPE (Expected Positive Exposure), PFE (Positive Future Exposure) etc and Bank's Internal Model Method (IMM) implementation

- Business Analysis skills

- Effective communication skills