Crisil - Risk Reporting Analyst - Traded Risk Management

Our client is seeking a Risk Reporting Analyst - Traded Risk Management with 7-10 years of experience.

• The role handles wide spectrum of activities to support the Enterprise Risk Analytics, Traded Risk Management, Risk & Compliance Reporting teams of the Group market risk capital-RWA submissions and advisory :
• Organise the timely submission of all the components required to produce accurate and complete monthly market risk capital-RWA reports.
• Take an active role in assessing market risk capital-RWA results and providing the business with regulatory analysis.
• Assist in the implementation of systems in accordance with business strategies & policies relating to market risk management.
• Issue regulatory and MI market risk capital reports from the core database :
• COREP MKR for Group and Solo (monthly) for submission to PRA;
• Market risk capital-RWA reports (monthly) for Front Office and risk managers;
• Maintain robust EUCs, documentation and validations that continue to ensure reliable, accurate, complete and BCBS-239 compliant reporting.
• Participate in Tech projects and enhance market risk capital process :
• Contribute actively in technology development projects and streamline processes eg to obtain risk sensitivities for each asset class.
• Engage relevant stakeholders (Risk managers, IT, Quants) to ensure that capital calculations are accurately implemented.
• Apply data analysis tools like ActivePivot to enhance market risk capital reports.
• Develop and enhance Excel, MS Access and VBA tools to calculate market risk capital.
• Develop the market risk reporting processes and tools to cater for :
• New requirements (new products, businesses, locations, regulators requirements);
• Enhanced analysis as requested by Front Office, senior mgmt or TRM risk mgrs;
• New source systems / versions (eg. SABRE, ActivePivot);
• More secure validations and controls;
• Proactively review, recommend, and implement best practices and work Substantial experience in risk management in the banking industry, including demonstrated success in a similar role.
• Team player with good communication skills and quick learner
• Good understanding on FM products and CCR & Market risk methodology
• Advanced level experience developing applications in MS Excel, MS Access including VBA, Python. Understanding of the Project Management Life Cycle. Competence in MS WORD and MS Powerpoint.
• Post graduate or equivalent professional qualification eg. CFA, FRM, PRM will be helpful.
• Strong product knowledge in FI / FX / Credit Derivatives / IR Derivatives / Traded Risk with expertise in Data visualisation, dashboarding and automation technologies.
• Programming skills in Python, SQL, API Development, VBA, MS Technologies (Access, Powerpoint), Visualisation Tools (Tableau, PowerBI), Workflow Automation Tools (RPA, Sharepoint), Devops (JIRA, Jenkins, Git), knowledge of AI / ML will be an added advantage.
• Analytical mindset Able to detect outliers by observing movements and trends in data. Be able to investigate issues and identify the drivers.
• Commendable people management skills, including handling professional
• Strong knowledge in banking products across asset classes (FX / Rates / Equity / Credit and Commodities)
• Awareness of trading environment, market moves & potential impact on exposures.
• Excellent communication skills - verbal and written
• Be able to work in a global team
• Project management experience and documentation skills
• Be able to implement strategic ideas and enhance productivity and efficiency levels
• Significant Experience in major regulatory programs in the Risk / Finance, Banking industry BCBS,

IMM, CVA etc.

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