Application Production Support Analyst

We have the opening for Application Production Support role for one of our leading investment banking client in Mumbai location.

Exp: 3 to 7 years

Responsibilities

Direct Responsibilities

• Understanding of the flow & overall business in investment banking
• Ensuring the accurate calculation of capital measures such as value-at-risk (VaR), stress VaR, Incremental Risk Charge (IRC), and Comprehensive Risk Measure (CRM) including the floor calculation, counterparty risk exposure capital and VaR-on-CVA for the perimeter covered by the approved internal models.
• Ensuring the timely re-calibration of these models and performance of back-testing to support the usage of these models for the capital declaration.
• Ensuring the accurate calculation of other critical risk measures such as credit value adjustments and market risk reserves that impact the banks P&L
• Ensuring the timely provision of other risk measures such as stress testing and Greeks required by users for limit monitoring, analysis and reporting.
• Ensuring users of the system receive the agreed level of service
• Responsible Data integrity: responsible to check the data integrity within the system.
  Research, diagnose, troubleshoot and identify solutions to resolve functional/data issues/queries
• Able to understand KPI reporting, prepare accurate and timely reports
  Provide a first level of explanation on level and the movements of the risk metrics displayed and computed within Risk Systems: Risk Sensitivities, Capital Charges, Reserves, Stress Tests, CVA, Limits, and Exposure.
• Appropriate and timely communication with all stakeholders

Successful candidate is expected to perform the above tasks in collaboration and agreement with the team leaders, project leads and other development staff, and where necessary with the Business Analysts, Application Production and Infrastructure teams.

• Functional/Business Support experience.
• Awareness Market and counterparty risk

If interested , please share your resumes to ashwini.shetty@kiya.ai

Thanks

Ashwini

Kiya.ai