
Senior Risk Management Professional
2 weeks ago
We are seeking a skilled Risk Engineer Business Analyst to join our team. In this role, you will be responsible for leading a team of analysts, assigning tasks, providing mentorship, and escalating any issues in the Market Risk processes.
- Key Responsibilities:
- Generating reports and monitoring VaR limits, observing risk measures, and taking corrective actions to amend the data.
- Developing and performing reconciliations and data quality (DQ) checks between systems using Python and SQL on the data used for market risk calculations.
- Performing UAT testing on the data post-implementation of changes and detecting anomalies.
- Onboarding and maintaining time series data used in the calculation of risk measures.
- Helping optimize processes to reduce turnaround time in the daily signoff process.
- Understanding systems and data flow, working closely with IT, MR, and developers to remediate issues and errors.
- Experience in leading and guiding a global team to ensure high-quality work aligned with project/client objectives.
- Knowledge of Market Risk, back testing, and FRTB regulations (preferred).
- Previous experience working with Python (Numpy) and SQL.
- Ability to navigate systems, access data, and independently identify discrepancies with minimal support from onshore staff.
- Excellent communication skills, fast learner, and team player.
- Cross-functional experience handling issues with Risk, IT, and other business lines.
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