Risk Engineering-BAU

Mizuho-Risk Engineering-BAU

Our client is seeking consultants with 2-5 years experience to work as a Risk Engineer with experience in FRTB regulations.

1. Generating reports and monitoring the VaR limits, observing risk measures and taking corrective actions to amend the data.
2. Develop and perform reconciliations and DQ checks between systems using Python and SQL on the data that is used as the input for market risk calculations.
3. Perform UAT testing on the data post implementation of changes and detect the anomalies.
4. Onboard and maintain the time series data used in the calculation of risk measures.
5. Help optimize the processes in place to reduce the turnaround time in the daily signoff process.

Understand the systems and the data flow and work closely with IT, MR, and developers to remediate the issues and errors.

• Understanding of Market risk, back testing, FRTB regulations preferred.
• Previous experience of working on python (Numpy) and SQL.
• Ability to navigate systems, access data and identify discrepancies.
• Very good communication skills, fast learner and team player
• Undergraduate degree and Postgraduate in MBA or Finance