Analyst - Risk Information Services (Job ID : MRA2015021)

Applications are invited for the positions of "Analyst - Risk Information Services" in a leading IT Service Company. The positions will be part of the Risk Information Services (RIS) - Market Risk which delivers global, multi-asset class solutions for the production, control and validation of various internal model risk measures (DVaR, SVaR, IRC and APR). RIS plays a key role in the management and maintenance of processes that feed into all Market Risk Capital measures. The department works closely with a variety of stakeholders including front-line desk risk management.
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Key Responsibilities :

To take responsibility for qualitative and timely production of Risk numbers (the DVaR, SVaR, IRC and APR production and reporting activities) cross asset class or for specific asset classes

Overall responsibility for the quality of market data its impact on exposures, ensuring that problems are overcome by means of effective dialogue with internal and external team members

As historical time series are a key component of all of our risk simulation methodologies, having the necessary skills to ensure that the data used within our risk engines are correct

To monitor the risk calculation break downs due to insufficient or poor quality market data – monitoring trades that fail to risk using the ideal process

During times of stress, assist colleagues from the differing asset class groups with tasks that may differ from their immediate role

To work effectively within the team, contributing to the ad hoc demands without loss of service for business as usual processes

Providing line management responsibilities to a team of analysts depending on experience and ability

Producing timely and adequate management information statistics outlining effort, successes, road blocks and failures

Ensure that all activities are in adherence to existing policies and risk governance practices


Expectations :

Highly motivated, energetic individual with a strong process engineering and quality control focus

Comfortable liaising with the department’s wide range of business partners that span globally

Strong problem solving skills and attention to detail

Team player and lead - willing to take on incremental responsibilities

Ability to cope with change and very tight deadlines

Ability to deal with senior stake holders across different time zones

Flexible/willingness-to-stretch in terms of work timings given the global responsibility

Deep knowledge of VaR, sensitivity-computation methodologies

Proficient in the use of IT Systems

Proficient in programming languages - VBA, SQL


Preferred Qualification / Skill Set :

Experience in a top tier institution exposed to Market Risk, delivery of projects, and/or Product

Masters Degree in a quantitative discipline will be preferred ( Financial Engineering, Financial-Math)

Expertise with Excel /VBA skills / SQL

Financial Markets experience, Systems Exposure

Knowledge of the Market Risk

Risk simulation experience

Risk system experience

An individual with Product Control, Business and Market Risk experience

Comfortable in communicating with Risk Managers and IT and be willing to question existing processes in a tactful manner. Previous Systems exposure

High quality degree with some quantitative subjects