Job Description
Your key responsibilities
• Develop a sound knowledge of the business requirements around market and credit risk calculations to be implemented in the strategic risk platform.
• Liaise with the key stakeholders to understand and document business requirements for the strategic risk platform
• Collaborate with business representatives, product leads to define optimal system solutions to meet business requirements
• Continuously improve data visualization, dashboard and reporting capabilities
• Drive the breakdown and prioritization of the system deliverables across applications that make up the strategic risk analytical platform.
• Provide subject matter expertise to the development teams to convey business objectives of requirements and help make decisions on implementation specifics
Your skills and experience
• VaR, Value at risk, ES, expected shortfall, valuation, greeks, PFE, Potential Future Exposure, market risk, credit risk, financial products, FRTB, SACCR, data model, Historical Simulation, Monte Carlo
• Excellent business knowledge – esp. Market and Counterparty Risk processes and methodologies,
• Regulatory RWA calculations and reporting, Derivatives pricing and risk management
• Strong Business analysis and problem-solving skills.
• Effective communication and presentation skills
• Exposure to software development lifecycle methodologies (waterfall, Agile etc)
• Data analysis, use of databases and data modelling. Working Knowledge of SQL, python, Pyspark or any similar tools for data analysis/drill down capability is MUST.
• Prior experience of leading a team by example would be highly beneficial
• Experience in product management, building product backlog, understanding and executing roadmap
• Develop a sound knowledge of the business requirements around market and credit risk calculations to be implemented in the strategic risk platform.
• Liaise with the key stakeholders to understand and document business requirements for the strategic risk platform
• Collaborate with business representatives, product leads to define optimal system solutions to meet business requirements
• Continuously improve data visualization, dashboard and reporting capabilities
• Drive the breakdown and prioritization of the system deliverables across applications that make up the strategic risk analytical platform.
• Provide subject matter expertise to the development teams to convey business objectives of requirements and help make decisions on implementation specifics
Your skills and experience
• VaR, Value at risk, ES, expected shortfall, valuation, greeks, PFE, Potential Future Exposure, market risk, credit risk, financial products, FRTB, SACCR, data model, Historical Simulation, Monte Carlo
• Excellent business knowledge – esp. Market and Counterparty Risk processes and methodologies,
• Regulatory RWA calculations and reporting, Derivatives pricing and risk management
• Strong Business analysis and problem-solving skills.
• Effective communication and presentation skills
• Exposure to software development lifecycle methodologies (waterfall, Agile etc)
• Data analysis, use of databases and data modelling. Working Knowledge of SQL, python, Pyspark or any similar tools for data analysis/drill down capability is MUST.
• Prior experience of leading a team by example would be highly beneficial
• Experience in product management, building product backlog, understanding and executing roadmap
💡 Quick Summary
Seeking a career-building opportunity? The Market Risk Business Analyst (Diversity Hiring only) position is now open for candidates interested in the MIS Executive sector. This role in Pune offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in MIS Executive is a plus.