Market Risk; Risk Engineering - BA

Overview

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Job title : Market Risk (Risk Engineering) - BA
Location : NYC NY
Experience : 8-10 years

• Our client is seeking consultants to work as a Market Risk (Risk Engineering) - BA with previous experience in Market risk & FRTB regulation.
• Monitoring VaR limits, observing risk measures and reporting any issues seen to the senior risk managers.
• Develop and perform reconciliations and DQ checks between systems using Python and SQL on the data used as the input for market risk calculations.
• Help optimize the processes in place to reduce the turnaround time in the daily signoff process.
• Understand the systems and the data flow and work closely with IT, MR, and developers to remediate the issues and errors.
• Laise with Market risk managers, IT, Project teams to test market risk process improvements, new methodologies and analytics.
• Act as a SME to analyze discrepancies in market risk measurements like VaR, SVaR, FRTB SA to provide timely resolution to the daily risk issues and manage the key stakeholders.
• Facilitate new product risk management and see that there are no issues with lineage for the new products.

• Excellent understanding of Market risk methodologies/analytics, risk measurement & reporting, back testing, FRTB SA regulation preferred.
• Previous experience of working on Python (Numpy) and SQL.
• Ability to navigate systems, data analytics and identify discrepancies.
• Very good communication skills, fast learner and team player
• Undergraduate degree and Postgraduate in MBA or Finance