IN-Manager_ Market Risk BA_Captive Financial Services_Advisory_Bengaluru

Line of Service

Advisory

Industry/Sector

FS X-Sector

Specialism

Operations

Management Level

Manager

Job Description & Summary

A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.

Job Description & Summary:
 Should be well versed with Change management process including drafting business requirement documents, functional specifications documents, preparing user stories and test cases. 
 Ability to write multi-application test strategies, test plans, and detailed test cases with expected outcome. 
 Experience in understanding and interpreting the computation of risk measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc. 
 Knowledge on Basel norms and FRTB. 
 Strong analytical skills, communication/ interpersonal, documentation, stakeholder management, and teamwork skills required. 
 Experience and strong knowledge of data flow, inputs and data management tools such as JIRA, Confluence etc.  
 Proficiency in data analysis, virtualization and BI solutions – SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc.

Responsibilities:

• Perform a BA role for Market risk projects in Change Management and work with various stakeholders in understanding the requirements pertaining to VaR calculations/Basel 2.5, Backtesting, Greeks, Sensitivity Analysis. 

• Articulate the requirements into simpler, understandable statements through tools in the form of a Business Requirement Document (BRD), Functional Specification Document (FSD) etc. 

• Work with development team to model the requirements, and propose, calibrate, and implement appropriate assumptions. 

• Engage in constant and continuous communication with all the stakeholders to ensure smooth completion of tasks and report any deviations from proposed timelines. 

• Prepare and consolidate test cases across the capital calculations, including any adjustments, reconciliation, exception management, reporting, etc. 

• Review test cases ensuring completeness of UAT coverage & Change Management. 

• Collaborate seamlessly across various business units, integrating change management principles to ensure holistic alignment with organizational goals. 

• Prepare project reports and trackers highlighting risks, analyzing trends an recommendations /adjustments that address or capitalize on changes required. 

Mandatory skill sets:

Market Risk BA

Preferred skill sets:

Market Risk BA

Years of experience required:

6+ Years

Education qualification:

Graduation/Post Graduation

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required: Master Degree, Bachelor Degree

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Market Risk

Optional Skills

Accepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Coaching and Feedback, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Creativity, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support {+ 35 more}

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship?

No

Government Clearance Required?

No

Job Posting End Date