VP - Senior Business Analyst - Market Risk - Bank (12-22 yrs)

3 weeks ago


BangaloreHyderabadKolkata, India iimjobs Full time

A Foreign Multinational Bank is seeking for Senior Business Analyst Role in Market Risk

Grade - VP

Experience : minimum 12 yrs relevant exp.

Should have experience in below mentioned pointers

1. Risk measures like VaR (Value at Risk), SVaR (Stressed VaR), IRC (Incremental Risk Charge), CVA (Credit Valuation adjustment), etc.

2. Different VaR methodologies

3. Broad knowledge of asset classes and risk factors

4. Regulatory programs like FRTB, IBOR, etc.

5. Front-to-back Operating model, front-to-back Risk architecture set-up

6. Senior stakeholder management, strong communication skills

7. Project / program delivery, strong business analysis

8. Industry certifications (CFA, FRM, PRM)

9. Experience of working with software delivery



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