IPV Analyst | Global CoE Bangalore of Top European Bank

Position Summary:
• Axience a global business services and KPO firm is helping its client, a top European bank in developing a CoE in Bangalore.
• We are currently looking for a Market Risk Analyst to join our Market Risk team in Bangalore.
• Market Risk APAC regroups the product control and market risk activities of Natixis APAC (including Hong Kong, Japan, Singapore, Shanghai & Taiwan). It encompasses market risk management (Forward Risk), P&L and risks indicators certification & reporting (Traded Risk), and Independent Price Verification (IPV) processes.

Local reporting line: Head of Market Risk IPV APAC

Organization:

Within the Risk decision, as part of the Market Risk department, Market Risk IPV APAC pillar is primarily in charge of data controls, quality, certification and monitoring of:
• Market data: in charge of validating and controlling market data in front-office tools.
• Static data: in charge of creating, maintaining and controlling the static data for instruments and parameters into the Front Office tool.
• Complex marking: IPV adjustment from TOTEM or other market prices are computed by the Head Office team (Paris). Market Risk APAC Independent Price Verification (IPV) focuses on analyzing the IPV impact in Asia books and follow up with Asia Front Office.
• Observability: provide input to Head Office Observability & Analytics (O&A) team to facilitate observability assessment.

Core duties of the Function:
• Market data certification of several market data such as yield curves, bond, stock and validation of fixings.
• Static data creation: bond, stock.
• Market data update (Quanto and non-quanto parameters on CDS, correction of fixings).
• Perform multiple levels of data control to detect and correct market data breaches.
• Work closely with Front Office to resolve pricing disparities and significant moves.
• Perform broker source review.

Technical skill requirements:
• Strong analytical skills demonstrated by math or science qualifications are a plus.
• Prior experience to use Bloomberg and Reuters.
• Knowledge of financial products and markets of the relevant asset class.
• Strong attention to detail.
• Strong communication skills with the flexibility to communicate and build relationships with Front Office, Middle Office and operations.
• Flexible team player with a proactive and positive can-do attitude.
• Proficient in SQL and VBA is an advantage.
• Good knowledge of accounting standards is a plus.

Job Qualification (education, years of experience and other soft skills):
• University graduate in Finance related discipline.
• Minimum 2 years of relevant work experience upto 6 years
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India
Karnataka
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