Description:

Job Overview

The role involves:

·Review and Validate materialday-on-day changes in calculated risk measures (VAR/ERC/IRC), accuratelyattributing to input data changes identified by Market Risk Data Management andControl Team, market data changes in time series and risk computationmethodology changes.

·Provide accurate and meaningfulcommentary to highlight driver(s) of material calculated risk measures(VAR/ERC/IRC) in validation templates.

·Notification to Market RiskReporting and Analytics team on a possible delay, reason of delay and ETA oncompletion of Market Risk measures validation process.

·Perform Market Risk Data QualityManagement to capture Time Series data / methodology issues if any. Informand/or escalate to appropriate teams, and follow up on remediation plan in atimely manner.

·Working closely with the Business,IT Departments, Controllers, Operations and your counterparts in other regions.

·To participate in the roll out ofenhancements in risk systems, processes and data feeds.