Senior Officer, Market Risk Reporting-(2300004411)

Job
:Risk

Primary Location
:Asia-India-Bangalore

Schedule
:Full-time

Employee Status
:Permanent

Posting Date
:28/Feb/2024, 11:50:33 PM

Unposting Date
:Ongoing

Role Responsibilities

Overview

RRSD Unit faces the Group Risk Function with a peripheral support to CEO CIB Function. It handles wide spectrum of activities to support the Enterprise Risk Analytics, Traded Risk Management, Risk & Compliance Reporting teams of the Group Risk. The unit is also currently expanding itself to support the CEO CIB Office with Credit Portfolio Management. Various sub-units underneath RRSD are listed below:

Enterprise Risk Management

Risk Reporting

Market Risk Operations (MRO)

The team's activities include production and distribution of daily risk reports, monitoring of Market Risk Exposures against limits, where applicable at country, regional, global and group level for Rates, Commodities, Credit Trading, Equities, Convertible Bonds Foreign Exchange, Foreign Exchange Options and XVA. Maintain static data information in respective systems (VAST2 and partially in PCT) & Preparation and distribution of governance packs. To aid in infrastructure related changes/development including structural changes in EUCs which are used for generation of Daily / Weekly / Monthly / Quarterly risk reports. In addition, the team prepares Capital, RNiVs & Group level VaR reports that are used for external & regulatory reporting.

Strategy
• Help to ensure appropriate BAU controls being established and deployed effectively in GBS.
• Help to support new Business requests through Product programmes and Country addendums
• Help to look for possibilities of leveraging on synergy within the various processes through automation thereby bringing in improvements.

Business
• Help the team to pursue the strategic intent and agenda for RRSD
• Help to improve client experience through more efficient and effective processing in tandem with Risk, Client Coverage and Front Office users

Processes

Risk & Reporting

MRO
• The production and distribution of daily risk reports and monitoring of Market Risk Exposures against limits, where applicable, at country, regional, global and group level.
• Maintain static data information in VAST2 and PCT (partially)
• Preparation and distribution of Product, OPEX and RQD packs
• Preparation of Capital reports, RNiV & Group level VaR reporting that is sent to external & regulatory reporting
• Participating in any projects / infrastructure / EUC UAT rolled out which has an impact to the Risk Report

People & Talent
• Compliance with all relevant process procedure, guidelines, rules & regulations
• To work and solve problems independently and be able to work in a deadline-oriented environment

Risk Management
• Embed new Operational Risk framework into monitoring processes and report any escalations to Management.
• Monthly monitoring of CST and performance measurement of KCIs