Market Risk Reporting Lead Analyst

Our client operates in the Financial sector, with its headquarters rooted strongly in the United States. It has its branches spread to more than 160 countries, providing employment to more than 200k people all over the world. They fall in the Top 15 largest Banks in the United States. Its core business is to provide various Banking and Financial services to its clients. It is known to have one of the biggest balance sheet banks in the world (among others) aiding it to offer 360-degree financial services to its clients.

Responsibilities:

• Participates in preparing regular and time-sensitive market risk analytics, visualizations and reports to the risk managers, senior management, and regulators, with close collaboration with risk managers in expertise.
• Centrally acquire all data related to a market risk management area while ensuring data quality, completeness, and consistency.
• Develop expertise in the specific risk management area, i.e. Market Risk,including risk metrics, risk governance, as well as related data and technology infrastructure.
• Leverage risk and technical expertise to increase the information value of the content with actionable insights for management.
• Drive process improvement opportunities that enhance the efficiency of the production process.
• Provides information to Risk Management and the business for audit, stress testing and --hoc related queries.
• Contributes to the analysis and preparation of reports of Internal Management, Regulators, Auditors, etc. that detail risks inherent in Market or other Risk portfolios. Reporting can cover a variety of areas including but not limited to portfolio concentrations, limit exceptions. Stress testing, loss reserves or high-risk exposures.
• Supervises and trains new team members in standard methodologies and tools
• Responsible for conducting process reviews to ensure reporting processes are efficient and lean
• Collectively works with technology to ensure system enhancements are aligned with the needs of management reporting
• Ability to exercise independence of judgement and autonomy
• Acts as SME to senior stakeholders and/or other team members
• Engages and communicates with teams across management reporting to understand current reporting deliverables
• Recognizes what the end state should be but executes smaller steps to materialize results quickly
• Ability to operate with a limited level of direct supervision

Requirements:

• Bachelor’s or master’s degree in science, engineering; or finance, economics; or related analytical fields
• 7+ years advanced level experience in related field with market risk reporting experience preferred
• Market Risk Reporting experience is preferred, covering VaR/SVaR/Backtesting/BCBS/FRTB
• Experienced leading small to mid-size teams preferred
• Advanced knowledge of Microsoft Excel, Access, Powerpoint
• Skills in data, analytics, databases, data quality are desired; experience in Tableau, PowerBI, visualization is preferred
• Coding experience in Python, R, SAS, Stata (or related statistics packages) with complex data is helpful
• Knowledge of and interests in finance, markets, risk management
• Good team player and excellent work ethics
• Strong communication, organizational & interpersonal skills
• Market Risk/VaR/SVaR/Market Factor Sensitivities/FRTB/BCBS/Tableau