28 Risk Analyst Jobs in Mumbai

Understanding of the flow overall business in investment banking

Ensuring the accurate calculation of capital measures such as value-at-risk (VaR), stress VaR, Incremental Risk Charge (IRC), and Comprehensive Risk Measure (CRM) including the floor calculation, counterparty risk exposure capital and VaR-on-CVA for the perimeter covered by the approved internal models.

Ensuring the timely re-calibration of these models and performance of back-testing to support the usage of these models for the capital declaration.

Ensuring the accurate calculation of other critical risk measures such as credit value adjustments and market risk reserves that impact the bank s PL

Ensuring the timely provision of other risk measures such as stress testing and Greeks required by users for limit monitoring, analysis and reporting.

Ensuring users of the system receive the agreed level of service

Responsible Data integrity: responsible to check the data integrity within the system.

Research, diagnose, troubleshoot and identify solutions to resolve functional/data issues/queries

Able to understand KPI reporting, prepare accurate and timely reports

Provide a first level of explanation on level and the movements of the risk metrics displayed and computed within Risk Systems: Risk Sensitivities, Capital Charges, Reserves, Stress Tests, CVA, Limits, and Exposure.

Appropriate and timely communication with all stakeholders

Successful candidate is expected to perform the above tasks in collaboration and agreement with the team leaders, project leads and other development staff, and where necessary with the Business Analysts, Application Production and Infrastructure teams.

Functional/Business Support experience.

Awareness Market and counterparty RISK

Technical Behavioral Competencies

Technical Qualification

Ability to multi-task, work under pressure tight deadlines

Self-motivated and highly professional with ability to lead and take ownership and responsibility

Team player with strong interpersonal, oral and written communication skills.

Hands-on experience in Unix/Linux systems and Shell or Python scripting.

Hands-on experience in SQL - Sybase.

Experience of Java would be an added advantage.

Knowledge of Capital Market or Market Risk and Credit Risk would be an added advantage.

Non-Technical Qualifications

Excellent communication both verbal and written.

Excellent problem-solving and logical thinking.

Team player

Process-oriented

Innovation/Out-of-the-box thinking

Skills:

• English
• Linux
• Python
• Shell Script
• SQLite