Market Risk Average Daily Traded Volume Data Analysis - Associate

Job Description

We are looking for an experienced candidate to join our team in Mumbai. Market Risk ADTV Data teams mission is to help ensure valid Average Daily Traded Volume (ADTV) data is fed into our in-house Gross Market Concentration (GMC) risk and Strategic Stress liquidity add-on calculations. GMC is a limit framework used by the firm s Credit Officers to approve trades and manage concentrated positions at the counterparty level versus the size of the traded market measured by ADTV. The team works closely with internal stakeholders to ensure any data quality issue is remediated in a timely manner for accurate risk computation. We are also responsible for onboarding new ADTV sources which would enhance accuracy in concentration risk calculation and reporting.
Job Responsibility

Overall, the candidate will need to work closely with teams in New York, London, and India, and will need to be proactive in improving the overall quality of market data time series and developing business solutions to provide insights for the firm s risk management in Market Risk and Counterparty Credit Risk.

Required qualifications, capabilities, and skills

Preferred qualifications, capabilities, and skills