Market Risk Data Analyst

2 weeks ago


Kolkata, West Bengal, India Genpact Full time

Genpact, a global professional services and solutions firm, is seeking a skilled Market Risk Data Analyst to join our team.

As a Market Risk Data Analyst, you will play a critical role in analyzing and reporting market data quality metrics for risk factors and scenario data relevant for risk calculations and improving transparency for risk management.

Key Responsibilities:

• Provide analysis to support the calibration of models and generate regular management information (MIS) with detailed explanations.

• Investigate and close data validation exceptions.

• Support data queries from various stakeholder teams.

• Collaborate with the Global Risk Analytics team to improve risk factor/scenario generation.

• Automate processes and regular analysis, including preparing ad-hoc charting of time series data to reduce operational risks.

• Create business requirements, specifications, and other documents in support of projects.

• Serve as a liaison between the business and IT teams to provide functional and technical solutions that meet user needs.

• Identify, capture, and translate operational requirements into clear functional use cases/business processes.

Qualifications:

• Relevant work experience in Market Risk domain, preferably with an investment bank.

• Good knowledge of Value at Risk models, market risk, and financial instruments.

• Prior experience in time series & VaR analysis is preferred.

• Basic to advanced understanding of Asset Control is preferred.

• Good communication skills, with a proactive approach and ability to work independently.

• Candidate from reputed institutes is preferred.

• Good expertise with MS Excel and a good coding knowledge of Python (preferred) or VBA.



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