Salary 10-18 lpa
- 29 Aug 2018
· The ADS Risk team supports ADS business globally with Risk Analytics and management for Internal/external books, portfolio and client exposures, collateral optimization and Interest income analysis. The team also works closely with the Trade Analytics team working on financial resources, Backloading and portfolio analysis providing IM, Capital (CEM and SACCR) impact for new Trades, analysis and calculation of Basel 3 capital metrics (RWA/Leverage).
· Understand the ADS global business, Risk management responsibilities, Derivative products like Futures, Options, OTC, FX PB. Business, systems involved. Get hands on with database Analytics using tools like Spotfire /Qlikview/Access/SQL/VBA Macros
· Prepare and monitor various Market risk exposures and stress test results to determine the key drivers of risk for the desk. Present these to the senior ADS Management team with explanations and analysis.
· Managing daily deliverables and meeting all agreed SLAs and Work closely with Regional stakeholders and senior management on ADHOC requests and analysis and ensure Mumbai team goals aligned to the regional desks.
· Ensure work up gradation of the team and increase in value addition by Mumbai Risk team for other regional front office desks
· Manage development and work allocation for the Risk team in Mumbai to ensure their learning, keep them challenged and motivated to achieve their career goals.
· Create prototypes of innovative tools/models to facilitate decision analytics for trading or risk business.
· Work on regulatory reporting and exercises like CFTC Liquidation Exercise, Residual Interest projection and Front office sponsored projects to drive efficiency and revenue.
· Reporting and Analysis of Risk sensitivities like DV01, CS01%, various Treasury reports providing Daily Collateral, Global Revenue and Balances, region wise Interest Attribution, FX and Futures product Margining, FCM Data Analysis etc.
· Ensure cross training and knowledge transfer within the team.
· Graduate or MBA from top tier Engineering/Business school.
· Excellent verbal and written communication skills, able to clearly articulate complicated issues to management and other impacted areas and ensure timely resolution of issues and breaches.
· Highly analytical and numerate with exceptional problem solving abilities and Comprehensive knowledge on Derivative products and associated risks.
· MS Access, SQL, VBA, R, Python - Technical Knowledge – Database development and management. Advanced Excel (Pivot tables, Macros), MS Office skills and inclination to add IT Skills like Qlikview.
· Well organised with good time management skills and the ability to meet tight deadlines and prioritise tasks. Ability to multi-task and prioritise accordingly in a highly pressurised environment.
· Able to work effectively as part of a large team and willing to take on responsibility.
· Prior Risk management and general Team management experience is a plus.Apply