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AVP – CCAR Market Risk Officer

Position Overview Market Risk Production is an established function of over 140 staff globally which is dedicated to supporting Market Risk function. The primary role of Market Risk Production Onshore is to provide the following services:

  • Management of risk production processes across all market risk metrics globally
  • Lead resolution of data quality issues with MRM, business and IT support groups
  • Provide the risk production governance framework and perform escalations to senior management
  • Face off to audit and regulators
  • Drive continual process improvements
  • Governance and oversight of risk production processes and operational controls run in Bangalore
  • Define operating standards and controls

Responsibilities:

  • Support Traded Credit Product (TCP) Market Risk Managers & Analysts in New York
  • Incremental Risk Charge
  • US Basel III Non-securitization Debt Standardized Charge
  • Single Name Issuer limits
  • Economic Capital
  • TCP risk reporting
  • Support the design & implementation of CCAR Issuer Default Loss calculation
  • Take ownership of data related issues impacting US Traded Credit Products

Requirements

  • Educated to degree level – qualified in a numerate discipline
  • Understanding of Traded Credit Products (e.g. bonds, CDS) & fundamentals of Market Risk
  • Excellent communication skills – ability to discuss and escalate technical and financial issues with global counterparts
  • Detail focused, numerically literate
  • Strong technology skills and adaptability to new applications
  • Strong focus on internal controls and integrity of data
  • Strong skills with Microsoft Office (Excel, PowerPoint, Access)
  • Team orientated and self-motivated
  • Able to cope well under pressure and meet tight deadlines