Applications are invited for the positions of "Analyst - Risk Information Services" in a leading IT Service Company. The positions will be part of the Risk Information Services (RIS) - Market Risk which delivers global, multi-asset class solutions for the production, control and validation of various internal model risk measures (DVaR, SVaR, IRC and APR). RIS plays a key role in the management and maintenance of processes that feed into all Market Risk Capital measures. The department works closely with a variety of stakeholders including front-line desk risk management.
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Key Responsibilities :

• To take responsibility for qualitative and timely production of Risk numbers (the DVaR, SVaR, IRC and APR production and reporting activities) cross asset class or for specific asset classes
• Overall responsibility for the quality of market data its impact on exposures, ensuring that problems are overcome by means of effective dialogue with internal and external team members
• As historical time series are a key component of all of our risk simulation methodologies, having the necessary skills to ensure that the data used within our risk engines are correct
• To monitor the risk calculation break downs due to insufficient or poor quality market data – monitoring trades that fail to risk using the ideal process
• During times of stress, assist colleagues from the differing asset class groups with tasks that may differ from their immediate role
• To work effectively within the team, contributing to the ad hoc demands without loss of service for business as usual processes
• Providing line management responsibilities to a team of analysts depending on experience and ability
• Producing timely and adequate management information statistics outlining effort, successes, road blocks and failures
• Ensure that all activities are in adherence to existing policies and risk governance practices

Expectations :

• Highly motivated, energetic individual with a strong process engineering and quality control focus
• Comfortable liaising with the department’s wide range of business partners that span globally
• Strong problem solving skills and attention to detail
• Team player and lead - willing to take on incremental responsibilities
• Ability to cope with change and very tight deadlines
• Ability to deal with senior stake holders across different time zones
• Flexible/willingness-to-stretch in terms of work timings given the global responsibility
• Deep knowledge of VaR, sensitivity-computation methodologies
• Proficient in the use of IT Systems
• Proficient in programming languages - VBA, SQL

Preferred Qualification / Skill Set :

• Experience in a top tier institution exposed to Market Risk, delivery of projects, and/or Product
• Masters Degree in a quantitative discipline will be preferred ( Financial Engineering, Financial-Math)
• Expertise with Excel /VBA skills / SQL
• Financial Markets experience, Systems Exposure
• Knowledge of the Market Risk
• Risk simulation experience
• Risk system experience
• An individual with Product Control, Business and Market Risk experience
• Comfortable in communicating with Risk Managers and IT and be willing to question existing processes in a tactful manner. Previous Systems exposure
• High quality degree with some quantitative subjects