Divisional Overview: The Risk Management Division encompasses the firms comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division is responsible for effectively managing the firms risk-return profile, which ensures the efficient deployment of the firms capital. It is one of the firms core competencies and is independent of the trading areas and operational areas Business Overview: Risk Data Management Team (RDMC), is responsible for validating and improving the integrity of data used in exposure calculations and coordinating with cross-corporate business units for requisite issue resolutions. RDMC also drives data management strategy for Risk and helps develop data architectures that are flexible and scalable to meet new regulatory requirements.
Position Specifications:
Corporate Title Analyst Functional Title Analyst Experience 0-2 years Qualification B.TECH, BE, MBA, B.Com
Role & Responsibilities: Responsibilities include data analysis and governance which involves detection and resolution of risk data exceptions to improve the quality of counterparty exposures and capital Implementing data quality processes/procedures to ensure accuracy of credit data Partner with other business functions including IT to streamline, automate and develop new tools for Credit Risk Project related activities geared towards internal Credit Risk requirements as well as Regulatory requirements Capital assurance on regulatory capital (EEPE & sEEPE) and economic capital (Counterparty NCAT) Monitoring / investigation / analysis / resolution of credit exposure metrics (PFE, EE, Current Exp, GWWR, SWWR) Understand trade bookings and types to evaluate how exposures will feed and impact into Credit Risk systems across metric Conduct Stress Testing batch validation and provide supporting comments on the effects of scenarios & sensitivities on exposures Investigate, analyse and resolve data integrity issues and should be able to develop an understanding for data architecture and data flow Limit & Excess Management on Products / Counterparties / Countries and timely escalation on discrepancies to senior management Work on regulatory reports for JFSA / PRA / FINRA / SEC and to provide senior management with a view on the credit risk exposures on timely basis
Mind Set: Mandatory Desired Domain Product knowledge Strong Excel and Microsoft office including SQL, Power BI Credit Risk Management metrics, Python, Business Objects, Altryx