Teamware Solutions

Risk Analyst 1 (BB-A6382)

Found in: Neuvoo IN


Job Overview

The role involves:

  • Understanding of dynamics of market data inputs, trade attributes and market risk sensitivities required for analyzing VAR/ERC/IRC movements.
  • Ensure completeness of the underlying sensitivity data; perform exception clearing and necessary data adjustments.
  • Review and Validate material day- on-day changes in underlying risk sensitivities.
  • Liaise with respective IT and support teams to resolve any data related issues.
  • ·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.

  • Understanding front-to-back data flows and system architecture.
  • To participate in the roll out of enhancements in risk systems, processes and data feeds as well as contributing to various tactical and strategic projects and
  • ·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.

    calendar_today1 day ago

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    location_onMumbai, India

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