Non-Trading Market Risk Reporting-Vice President-C13-Mumbai

The primary focus of the Treasury Non Trading Market Risk Reporting team is to prepare complex and comprehensive risk management information in an accurate, timely and reliable manner.  The team is heavily involved in providing Treasury, Risk Managers, Business Managers and Senior Management with critical data for portfolio monitoring, business reviews and regulatory reviews, as well as engaging in strategic initiatives and implementing new processes.  The team interacts with a range of other stakeholders across the firm including Finance, Technology, Business units, and Audit, and also assists with ad-hoc deliverables for regulators and other external audiences whenever required. The role exists within the IRR treasury reporting group which is responsible for the analysis, commentary, and reporting of all IRR (Interest Rate Risk) exposure across the Asia Pacific and EMEA regions.

Description

•             Evaluate and validate interest rate risk exposure.  Including validation of cash flows to explain risk drivers, analysis of deposit modeling behavior and treasury hedging activity.

•             Engage with members of Treasury, ALM, Independent Market Risk and FP&A to explain drivers of variances in interest rate risk measures

•             Analyzing material movements to understand underlying issues and providing concise explanations.

•             Design time-sensitive analytics, visualizations, complex and high visibility reports across Interest Rate Risk that provide critical data to Risk and Business management for portfolio monitoring and strategic decision-making.

•             Engage with Risk, Finance, Technology & business teams to provide in-depth analysis on the key Risk metrics and present the same during Senior Management Committee reviews. (Portfolio Review / ALCO etc.).

•             Lead projects and actively support forums related to policy-driven, remediation-driven and regulatory initiatives in collaboration with other Risk Reporting teams and cross-functional groups. Propose recommendations to business partners, establish project plans and track/communicate progress.

•             Identify and drive opportunities to improve process efficiencies, technological automation and functionalities within data and reporting infrastructure.

•             Business analysis support for solutions and platforms delivering risk data and risk reporting programs

•             Utilize Tableau to design visualizations, dashboards, and data flows.

•             Work closely with Technology groups to support automation efforts, writing business requirements for new/enhanced reports, reviewing and approving BRDs/FRDs, and conducting UATs.

•             Understand/interpret the nuances of questions and requests from senior management and regulators and work with risk managers and portfolio analysts to come up with solutions/alternatives.

•             Deliver regular and time-sensitive ad-hoc information for regulatory requests and internal/external audit reviews.

•             Communicating issues identified to impacted parties and implement corrective action plans.

•             Ensure key controls and process documentation requirements are completed and compliant for MCA, BCBS, EUC and other governance purposes.

Qualifications

•             9+ years of experience in finance and/or risk data analytics

•             Bachelor’s or Master’s degree in a quantitative discipline (e.g. engineering, finance, economics, science)

•             Proficiency in Tableau, Power BI or other BI visualization tools

•             Advanced knowledge of EXCEL/VBA, Access and PowerPoint

•             Strong knowledge of Interest risk / Market Risk / Liquidity concepts and basic accounting

•             Excellent fixed income product knowledge including valuation methodologies and risk metrics.

•             Strong analytical and problem-solving skills, and attention to details. Ability to quickly analyze granular details, summarize top-level trends, identify key drivers of trends and adeptly present findings.

•             Excellent written and verbal communication skills, and proven presentation skills.  Ability to relay information to senior management in a succinct, insightful way, and negotiate internally with a broad range of stakeholders.

•             Good team player and excellent work ethics

Education:

•             Professional degree equivalent to CA / MBA Finance or Post Graduates from premier universities.

•             Bachelor / Master’s degree in Finance, engineering, computer science or other analytically intensive discipline will b